+240.0%
ECHO vs IRM
+778.8%
-538.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.6% |
| 7D | +3.4% | -0.5% | +3.9% | +3.6% |
| 30D | +2.4% | -8.1% | +10.4% | +5.3% |
| 3M | -28.0% | -9.7% | -18.3% | -25.5% |
| 6M | -21.2% | +10.0% | -31.2% | -24.4% |
| YTD | -17.4% | +43.0% | -60.4% | -28.2% |
| 1Y | +33.6% | +32.7% | +0.9% | +18.8% |
| 3Y | +419.7% | +102.7% | +317.0% | +293.3% |
| 5Y | +241.7% | +187.6% | +54.1% | +125.3% |
| 10Y | +180.8% | +420.1% | -239.4% | +44.6% |
| All | +240.0% | +778.8% | -538.8% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling