+240.5%
ECHO vs IP
+133.8%
+106.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.0% | -4.9% | -7.5% |
| 7D | -7.9% | -5.0% | -3.0% | -6.4% |
| 30D | -10.1% | +6.5% | -16.6% | -12.1% |
| 3M | +2.5% | -18.0% | +20.5% | +8.9% |
| 6M | -23.4% | +10.3% | -33.7% | -27.1% |
| YTD | -17.3% | -9.9% | -7.4% | -16.7% |
| 1Y | +24.3% | -1.1% | +25.4% | +21.1% |
| 3Y | +482.4% | +13.0% | +469.4% | +430.7% |
| 5Y | +243.7% | -12.3% | +256.0% | +237.1% |
| 10Y | +144.5% | +26.8% | +117.7% | +107.1% |
| All | +240.5% | +133.8% | +106.7% | +140.4% |
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