+412.7%
ECHO vs IQV
+19.8%
+392.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | +5.3% | -2.6% | +7.9% | +6.0% |
| 30D | +2.4% | +6.2% | -3.8% | +0.9% |
| 3M | -21.8% | +38.0% | -59.8% | -28.7% |
| 6M | -16.9% | +43.9% | -60.8% | -25.4% |
| YTD | -16.0% | +14.0% | -30.0% | -19.7% |
| 1Y | +9.3% | +35.5% | -26.2% | -1.1% |
| All | +412.7% | +19.8% | +392.9% | +343.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling