+40.9%
ECHO vs IRM
+16.9%
+24.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.7% |
| 7D | +9.1% | +8.6% | +0.5% | +5.9% |
| 30D | +7.2% | 0.0% | +7.2% | +7.4% |
| 3M | +6.1% | -7.1% | +13.2% | +8.0% |
| 6M | -24.2% | -7.9% | -16.3% | -22.6% |
| YTD | -9.7% | +41.3% | -51.0% | -13.5% |
| 1Y | +40.9% | +20.7% | +20.2% | +42.9% |
| All | +40.9% | +16.9% | +24.1% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling