+259.8%
ECHO vs IQV
-0.1%
+259.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +3.7% | -2.2% | +6.0% | +4.3% |
| 30D | +0.7% | +8.3% | -7.6% | -1.5% |
| 3M | -27.3% | +44.6% | -71.9% | -35.0% |
| 6M | -17.0% | +52.6% | -69.5% | -27.4% |
| YTD | -14.3% | +16.1% | -30.4% | -19.1% |
| 1Y | +20.9% | +37.3% | -16.4% | +8.2% |
| 3Y | +423.0% | +21.6% | +401.4% | +376.4% |
| All | +259.8% | -0.1% | +259.9% | +221.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling