+278.6%
ECHO vs IRM
+762.1%
-483.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +5.7% | +6.8% | -1.1% | +3.2% |
| 30D | +13.8% | +2.6% | +11.2% | +12.9% |
| 3M | +9.1% | -9.5% | +18.5% | +13.1% |
| 6M | -24.9% | -8.5% | -16.5% | -22.7% |
| YTD | -8.0% | +40.3% | -48.3% | -19.3% |
| 1Y | +42.9% | +28.7% | +14.2% | +29.0% |
| 3Y | +926.7% | +111.8% | +814.9% | +662.8% |
| 5Y | +230.4% | +189.1% | +41.3% | +117.9% |
| 10Y | +145.9% | +519.8% | -373.9% | +20.1% |
| All | +278.6% | +762.1% | -483.5% | +49.5% |
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