+241.6%
ECHO vs IP
-17.2%
+258.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | +3.4% | -5.3% | +8.7% | +5.3% |
| 30D | +2.4% | -10.9% | +13.2% | +6.4% |
| 3M | -28.0% | +11.2% | -39.1% | -31.8% |
| 6M | -21.2% | -10.2% | -11.0% | -19.5% |
| YTD | -17.4% | -2.0% | -15.4% | -19.0% |
| 1Y | +33.6% | -19.1% | +52.7% | +40.5% |
| 3Y | +419.7% | +20.9% | +398.8% | +342.3% |
| All | +241.6% | -17.2% | +258.8% | +229.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling