+258.3%
ECHO vs IP
+135.8%
+122.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.9% |
| 7D | -2.4% | -5.1% | +2.7% | -0.7% |
| 30D | -3.1% | +8.5% | -11.7% | -5.8% |
| 3M | +8.7% | -13.8% | +22.6% | +13.6% |
| 6M | -24.8% | +5.7% | -30.5% | -27.4% |
| YTD | -13.0% | -9.1% | -3.8% | -12.6% |
| 1Y | +33.9% | -0.8% | +34.7% | +30.4% |
| 3Y | +791.8% | +14.8% | +777.0% | +707.7% |
| 5Y | +261.7% | -11.5% | +273.2% | +253.8% |
| 10Y | +157.3% | +27.9% | +129.4% | +117.3% |
| All | +258.3% | +135.8% | +122.5% | +152.3% |
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 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