+240.0%
ECHO vs IP
+154.3%
+85.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.7% |
| 7D | +3.4% | -5.3% | +8.7% | +5.2% |
| 30D | +2.4% | -10.9% | +13.2% | +6.1% |
| 3M | -28.0% | +11.2% | -39.1% | -31.3% |
| 6M | -21.2% | -10.2% | -11.0% | -20.0% |
| YTD | -17.4% | -2.0% | -15.4% | -18.8% |
| 1Y | +33.6% | -19.1% | +52.7% | +38.9% |
| 3Y | +419.7% | +20.9% | +398.8% | +364.8% |
| 5Y | +241.7% | -17.8% | +259.5% | +242.6% |
| 10Y | +180.8% | +23.5% | +157.2% | +139.1% |
| All | +240.0% | +154.3% | +85.7% | +134.2% |
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 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