+95.3%
ECHO vs IR
+288.5%
-193.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | +3.4% | -2.8% | +6.2% | +4.7% |
| 30D | +2.4% | -15.1% | +17.5% | +10.0% |
| 3M | -28.0% | +6.1% | -34.0% | -30.4% |
| 6M | -21.2% | -16.8% | -4.4% | -15.6% |
| YTD | -17.4% | -3.5% | -13.8% | -18.0% |
| 1Y | +33.6% | -3.5% | +37.1% | +31.9% |
| 3Y | +419.7% | +9.5% | +410.2% | +385.2% |
| 5Y | +241.7% | +45.1% | +196.6% | +178.2% |
| All | +95.3% | +288.5% | -193.3% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling