+191.3%
ECHO vs IRM
+418.7%
-227.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +5.3% | +3.0% | +2.3% | +4.2% |
| 30D | +2.4% | -5.2% | +7.6% | +4.4% |
| 3M | -21.8% | -8.0% | -13.8% | -19.6% |
| 6M | -16.9% | +9.2% | -26.1% | -20.2% |
| YTD | -16.0% | +41.0% | -57.0% | -27.3% |
| 1Y | +9.3% | +23.3% | -14.0% | -0.9% |
| 3Y | +406.2% | +102.8% | +303.4% | +273.1% |
| 5Y | +251.0% | +192.8% | +58.2% | +123.5% |
| 10Y | +191.3% | +439.6% | -248.4% | +49.7% |
| All | +191.3% | +418.7% | -227.4% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling