+475.4%
ECHO vs IOVA
-91.6%
+567.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +3.4% | +9.7% | -6.3% | +3.3% |
| 30D | +2.4% | +102.5% | -100.2% | +1.3% |
| 3M | -28.0% | +100.7% | -128.6% | -28.7% |
| 6M | -21.2% | +106.3% | -127.6% | -22.2% |
| YTD | -17.4% | +222.0% | -239.4% | -19.0% |
| 1Y | +33.6% | +299.5% | -266.0% | +30.5% |
| 3Y | +419.7% | +42.9% | +376.7% | +408.8% |
| 5Y | +241.7% | -65.0% | +306.7% | +237.5% |
| 10Y | +180.8% | +10.3% | +170.5% | +173.0% |
| All | +475.4% | -91.6% | +567.0% | +461.5% |
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