+38.5%
ECHO vs IRE
-97.5%
+136.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.1% | -14.0% | -2.8% |
| 7D | +3.6% | -15.1% | +18.8% | +3.9% |
| 30D | +7.5% | -71.4% | +78.8% | +14.7% |
| 3M | +16.2% | -81.2% | +97.3% | +26.3% |
| 6M | -20.9% | -93.7% | +72.9% | -11.4% |
| YTD | -6.0% | -92.2% | +86.2% | +0.9% |
| 1Y | +43.4% | -97.3% | +140.6% | +56.9% |
| All | +38.5% | -97.5% | +136.0% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling