+28.3%
ECHO vs IRE
-97.2%
+125.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.8% | +3.7% | -3.5% |
| 7D | -2.4% | -27.2% | +24.8% | -0.6% |
| 30D | -3.1% | -75.1% | +72.0% | +5.3% |
| 3M | +8.7% | -77.9% | +86.6% | +17.9% |
| 6M | -24.8% | -94.6% | +69.8% | -14.3% |
| YTD | -13.0% | -91.5% | +78.6% | -6.2% |
| 1Y | +33.9% | -97.8% | +131.8% | +48.8% |
| All | +28.3% | -97.2% | +125.5% | +40.0% |
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