+34.2%
ECHO vs IR
+11.7%
+22.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.1% |
| 7D | +4.6% | +11.6% | -7.0% | +1.6% |
| 30D | +0.4% | +7.2% | -6.7% | -1.3% |
| 3M | +7.7% | -5.9% | +13.5% | +8.6% |
| 6M | -18.0% | +11.5% | -29.5% | -20.8% |
| YTD | -9.3% | +6.3% | -15.6% | -12.2% |
| 1Y | +34.2% | +9.1% | +25.1% | +28.2% |
| All | +34.2% | +11.7% | +22.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling