+548.3%
ECHO vs IOVA
-92.2%
+640.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.6% | +5.3% | +6.9% |
| 7D | +3.0% | +1.9% | +1.1% | +3.0% |
| 30D | +6.7% | -44.1% | +50.8% | +7.4% |
| 3M | +12.4% | +28.9% | -16.5% | +11.7% |
| 6M | -20.4% | +125.7% | -146.1% | -21.6% |
| YTD | -6.9% | +199.3% | -206.2% | -8.8% |
| 1Y | +37.7% | +255.2% | -217.5% | +34.5% |
| 3Y | +902.9% | +106.8% | +796.0% | +876.0% |
| 5Y | +275.3% | -67.1% | +342.4% | +270.2% |
| 10Y | +159.0% | +16.7% | +142.3% | +151.4% |
| All | +548.3% | -92.2% | +640.5% | +531.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling