+256.0%
ECHO vs IOT
+54.4%
+201.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | +4.4% | -4.7% | +9.1% | +4.9% |
| 3M | -20.3% | +17.8% | -38.1% | -22.6% |
| 6M | -15.3% | +16.8% | -32.2% | -18.3% |
| YTD | -15.5% | +8.4% | -23.9% | -18.3% |
| 1Y | +15.0% | -0.8% | +15.8% | +12.6% |
| 3Y | +409.1% | +25.7% | +383.4% | +367.6% |
| All | +256.0% | +54.4% | +201.6% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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