+9.3%
ECHO vs IOVA
+254.2%
-244.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -2.1% |
| 7D | +5.3% | -2.2% | +7.5% | +5.4% |
| 30D | +2.4% | +31.7% | -29.3% | +1.3% |
| 3M | -21.8% | +117.3% | -139.1% | -24.2% |
| 6M | -16.9% | +55.8% | -72.7% | -19.1% |
| YTD | -16.0% | +208.8% | -224.8% | -20.0% |
| 1Y | +9.3% | +255.7% | -246.4% | +4.4% |
| All | +9.3% | +254.2% | -244.9% | +4.4% |
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