+144.9%
ECHO vs IONS
-32.1%
+177.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.5% | +0.8% |
| 7D | +5.7% | -26.3% | +32.0% | +10.5% |
| 30D | +13.8% | -31.9% | +45.8% | +20.7% |
| 3M | +9.1% | -48.0% | +57.1% | +21.1% |
| 6M | -24.9% | -62.6% | +37.6% | -12.3% |
| YTD | -8.0% | -63.3% | +55.3% | +7.6% |
| 1Y | +42.9% | -58.4% | +101.3% | +63.0% |
| 3Y | +926.7% | -38.2% | +964.9% | +946.6% |
| 5Y | +230.4% | -11.1% | +241.5% | +205.0% |
| All | +144.9% | -32.1% | +177.0% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling