+40.9%
ECHO vs IONS
-61.6%
+102.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.9% |
| 7D | +9.1% | -29.6% | +38.7% | +9.7% |
| 30D | +7.2% | -35.6% | +42.7% | +8.6% |
| 3M | +6.1% | -51.7% | +57.8% | +10.1% |
| 6M | -24.2% | -64.0% | +39.8% | -21.3% |
| YTD | -9.7% | -65.5% | +55.8% | -6.5% |
| 1Y | +40.9% | -62.4% | +103.3% | +51.1% |
| All | +40.9% | -61.6% | +102.6% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling