+273.4%
ECHO vs IP
+143.4%
+130.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.7% |
| 7D | +4.6% | +3.4% | +1.2% | +3.3% |
| 30D | +0.4% | +11.2% | -10.8% | -3.3% |
| 3M | +7.7% | -14.8% | +22.4% | +12.8% |
| 6M | -18.0% | +17.3% | -35.3% | -23.7% |
| YTD | -9.3% | -6.2% | -3.1% | -9.9% |
| 1Y | +34.2% | +2.3% | +31.9% | +29.2% |
| 3Y | +538.7% | +17.7% | +521.1% | +473.9% |
| 5Y | +279.9% | -8.4% | +288.3% | +267.1% |
| 10Y | +168.2% | +32.1% | +136.1% | +123.9% |
| All | +273.4% | +143.4% | +130.0% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling