+417.8%
ECHO vs IRM
+101.2%
+316.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.3% |
| 7D | +8.6% | +1.6% | +6.9% | +7.8% |
| 30D | +3.8% | -4.2% | +7.9% | +5.5% |
| 3M | -19.9% | -5.4% | -14.5% | -18.4% |
| 6M | -12.1% | +12.0% | -24.1% | -16.9% |
| YTD | -14.1% | +42.0% | -56.1% | -27.7% |
| 1Y | +15.9% | +29.9% | -14.0% | +0.9% |
| 3Y | +417.8% | +104.4% | +313.5% | +169.2% |
| All | +417.8% | +101.2% | +316.6% | +169.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling