-20.9%
ECHO vs IRM
-12.2%
-8.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.8% |
| 7D | +3.6% | -5.3% | +8.9% | +6.6% |
| 30D | +7.5% | -2.3% | +9.8% | +9.0% |
| 3M | +16.2% | -7.4% | +23.6% | +19.6% |
| 6M | -20.9% | -12.2% | -8.6% | -18.1% |
| All | -20.9% | -12.2% | -8.6% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling