+103.1%
ECHO vs IR
+282.2%
-179.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.8% |
| 7D | +8.6% | +0.6% | +7.9% | +8.2% |
| 30D | +3.8% | -13.6% | +17.4% | +10.6% |
| 3M | -19.9% | +3.7% | -23.6% | -21.9% |
| 6M | -12.1% | -13.1% | +1.0% | -7.7% |
| YTD | -14.1% | -5.1% | -8.9% | -14.1% |
| 1Y | +15.9% | -6.5% | +22.3% | +16.1% |
| 3Y | +417.8% | +8.5% | +409.3% | +385.5% |
| 5Y | +259.3% | +43.3% | +216.0% | +194.1% |
| All | +103.1% | +282.2% | -179.0% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling