+262.5%
ECHO vs IONS
+17.1%
+245.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +5.0% |
| 7D | -2.4% | -9.4% | +7.0% | -0.8% |
| 30D | -3.1% | -10.7% | +7.6% | -1.4% |
| 3M | +8.7% | -27.7% | +36.4% | +14.2% |
| 6M | -24.8% | -48.7% | +23.9% | -17.2% |
| YTD | -13.0% | -50.2% | +37.2% | -3.9% |
| 1Y | +33.9% | -46.8% | +80.7% | +45.9% |
| 3Y | +791.8% | -14.8% | +806.6% | +754.3% |
| All | +262.5% | +17.1% | +245.4% | +232.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling