+34.2%
ECHO vs IOVA
+362.8%
-328.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.2% |
| 7D | +4.6% | -41.3% | +45.8% | +5.4% |
| 30D | +0.4% | -38.5% | +38.9% | +1.0% |
| 3M | +7.7% | +99.5% | -91.9% | +4.0% |
| 6M | -18.0% | +126.0% | -144.0% | -20.8% |
| YTD | -9.3% | +218.7% | -228.0% | -12.8% |
| 1Y | +34.2% | +378.0% | -343.8% | +31.3% |
| All | +34.2% | +362.8% | -328.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling