+241.6%
ECHO vs IOVA
-64.9%
+306.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +3.4% | +9.7% | -6.3% | +3.2% |
| 30D | +2.4% | +102.5% | -100.2% | +0.3% |
| 3M | -28.0% | +100.7% | -128.6% | -29.4% |
| 6M | -21.2% | +106.3% | -127.6% | -23.1% |
| YTD | -17.4% | +222.0% | -239.4% | -20.3% |
| 1Y | +33.6% | +299.5% | -266.0% | +27.9% |
| 3Y | +419.7% | +42.9% | +376.7% | +403.4% |
| All | +241.6% | -64.9% | +306.5% | +252.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling