+240.0%
ECHO vs IONS
+266.5%
-26.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.4% | -4.8% | +8.3% | +4.1% |
| 30D | +2.4% | +7.2% | -4.8% | +1.2% |
| 3M | -28.0% | -22.7% | -5.3% | -25.8% |
| 6M | -21.2% | -26.9% | +5.6% | -18.3% |
| YTD | -17.4% | -26.6% | +9.2% | -14.5% |
| 1Y | +33.6% | -2.1% | +35.7% | +32.2% |
| 3Y | +419.7% | +43.4% | +376.2% | +375.0% |
| 5Y | +241.7% | +47.0% | +194.7% | +204.6% |
| 10Y | +180.8% | +97.2% | +83.6% | +130.3% |
| All | +240.0% | +266.5% | -26.5% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling