+15.9%
ECHO vs IONS
-7.3%
+23.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.3% |
| 7D | +8.6% | -5.3% | +13.9% | +9.1% |
| 30D | +3.8% | +0.3% | +3.5% | +3.5% |
| 3M | -19.9% | -22.9% | +3.0% | -20.3% |
| 6M | -12.1% | -23.4% | +11.3% | -12.6% |
| YTD | -14.1% | -28.3% | +14.3% | -14.0% |
| 1Y | +15.9% | -7.0% | +22.9% | +2.2% |
| All | +15.9% | -7.3% | +23.2% | +2.2% |
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