+554.8%
ECHO vs IOVA
-92.3%
+647.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.6% | -7.0% | +10.6% | +3.7% |
| 30D | +7.5% | -44.4% | +51.9% | +8.1% |
| 3M | +16.2% | +24.7% | -8.5% | +15.5% |
| 6M | -20.9% | +118.6% | -139.5% | -22.0% |
| YTD | -6.0% | +196.3% | -202.3% | -7.9% |
| 1Y | +43.4% | +205.3% | -161.9% | +40.4% |
| 3Y | +924.0% | +103.8% | +820.3% | +896.8% |
| 5Y | +249.6% | -65.6% | +315.2% | +244.7% |
| 10Y | +151.3% | +6.4% | +144.8% | +144.0% |
| All | +554.8% | -92.3% | +647.1% | +538.3% |
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 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