+180.6%
ECHO vs IQV
+487.2%
-306.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | +5.3% | -2.6% | +7.9% | +6.2% |
| 30D | +2.4% | +6.2% | -3.8% | +0.3% |
| 3M | -21.8% | +38.0% | -59.8% | -30.4% |
| 6M | -16.9% | +43.9% | -60.8% | -27.6% |
| YTD | -16.0% | +14.0% | -30.0% | -21.3% |
| 1Y | +9.3% | +35.5% | -26.2% | -3.7% |
| 3Y | +406.2% | +20.3% | +385.9% | +352.1% |
| 5Y | +251.0% | -1.6% | +252.6% | +227.7% |
| 10Y | +191.3% | +233.4% | -42.2% | +74.4% |
| All | +180.6% | +487.2% | -306.6% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling