+15.9%
ECHO vs IR
-7.1%
+23.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.4% |
| 7D | +8.6% | +0.6% | +7.9% | +8.4% |
| 30D | +3.8% | -13.6% | +17.4% | +6.9% |
| 3M | -19.9% | +3.7% | -23.6% | -21.2% |
| 6M | -12.1% | -13.1% | +1.0% | -10.5% |
| YTD | -14.1% | -5.1% | -8.9% | -14.8% |
| 1Y | +15.9% | -6.5% | +22.3% | +14.6% |
| All | +15.9% | -7.1% | +23.0% | +14.6% |
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 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