+37.2%
ECHO vs IRE
-97.8%
+135.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.5% | +9.4% | +7.1% |
| 7D | +3.0% | -15.5% | +18.5% | +3.2% |
| 30D | +6.7% | -70.4% | +77.1% | +14.2% |
| 3M | +12.4% | -81.6% | +94.0% | +23.0% |
| 6M | -20.4% | -94.7% | +74.3% | -9.0% |
| YTD | -6.9% | -91.8% | +84.8% | -0.3% |
| All | +37.2% | -97.8% | +135.0% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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