+245.4%
ECHO vs IR
+49.0%
+196.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | +3.4% | -2.8% | +6.2% | +4.9% |
| 30D | +2.4% | -15.1% | +17.5% | +11.1% |
| 3M | -28.0% | +6.1% | -34.0% | -30.9% |
| 6M | -21.2% | -16.8% | -4.4% | -14.6% |
| YTD | -17.4% | -3.5% | -13.8% | -18.6% |
| 1Y | +33.6% | -3.5% | +37.1% | +30.8% |
| 3Y | +419.7% | +9.5% | +410.2% | +372.2% |
| All | +245.4% | +49.0% | +196.4% | +167.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling