+287.0%
ECHO vs IONS
+78.7%
+208.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +3.6% | -29.4% | +33.1% | +8.2% |
| 30D | +7.5% | -35.1% | +42.6% | +13.5% |
| 3M | +16.2% | -48.9% | +65.0% | +26.7% |
| 6M | -20.9% | -62.4% | +41.6% | -10.4% |
| YTD | -6.0% | -64.2% | +58.2% | +7.0% |
| 1Y | +43.4% | -60.9% | +104.3% | +61.0% |
| 3Y | +924.0% | -38.9% | +962.9% | +950.9% |
| 5Y | +249.6% | -15.6% | +265.2% | +235.6% |
| 10Y | +151.3% | -33.5% | +184.7% | +138.8% |
| All | +287.0% | +78.7% | +208.2% | +141.4% |
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