+192.5%
ECHO vs IQV
+242.6%
-50.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.9% |
| 7D | +3.7% | -2.2% | +6.0% | +4.4% |
| 30D | +0.7% | +8.3% | -7.6% | -2.0% |
| 3M | -27.3% | +44.6% | -71.9% | -36.4% |
| 6M | -17.0% | +52.6% | -69.5% | -29.2% |
| YTD | -14.3% | +16.1% | -30.4% | -20.2% |
| 1Y | +20.9% | +37.3% | -16.4% | +5.9% |
| 3Y | +423.0% | +21.6% | +401.4% | +365.0% |
| 5Y | +265.7% | +0.5% | +265.2% | +239.1% |
| All | +192.5% | +242.6% | -50.1% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling