+144.9%
ECHO vs IP
+20.8%
+124.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.3% |
| 7D | +5.7% | -0.3% | +6.0% | +5.9% |
| 30D | +13.8% | +7.9% | +5.9% | +10.3% |
| 3M | +9.1% | -15.3% | +24.4% | +16.0% |
| 6M | -24.9% | +10.5% | -35.5% | -29.6% |
| YTD | -8.0% | -9.4% | +1.4% | -7.6% |
| 1Y | +42.9% | -4.6% | +47.5% | +40.0% |
| 3Y | +926.7% | +21.2% | +905.5% | +762.8% |
| 5Y | +230.4% | -13.3% | +243.7% | +219.0% |
| All | +144.9% | +20.8% | +124.1% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling