+248.1%
ECHO vs IOT
+61.4%
+186.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.5% |
| 7D | +3.4% | -2.3% | +5.7% | +3.7% |
| 30D | +2.4% | +3.8% | -1.4% | +1.7% |
| 3M | -28.0% | +14.2% | -42.1% | -29.7% |
| 6M | -21.2% | +40.1% | -61.4% | -26.4% |
| YTD | -17.4% | +13.4% | -30.8% | -20.6% |
| 1Y | +33.6% | +12.2% | +21.4% | +28.0% |
| 3Y | +419.7% | +30.0% | +389.7% | +375.1% |
| All | +248.1% | +61.4% | +186.6% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling