+191.3%
ECHO vs IOVA
+4.5%
+186.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -2.1% |
| 7D | +5.3% | -2.2% | +7.5% | +5.5% |
| 30D | +2.4% | +31.7% | -29.3% | +1.0% |
| 3M | -21.8% | +117.3% | -139.1% | -25.1% |
| 6M | -16.9% | +55.8% | -72.7% | -19.6% |
| YTD | -16.0% | +208.8% | -224.8% | -21.7% |
| 1Y | +9.3% | +255.7% | -246.4% | +0.7% |
| 3Y | +406.2% | +41.7% | +364.5% | +365.2% |
| 5Y | +251.0% | -64.9% | +315.9% | +240.2% |
| 10Y | +191.3% | +6.3% | +185.0% | +145.3% |
| All | +191.3% | +4.5% | +186.8% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling