+271.6%
ECHO vs IRM
+768.4%
-496.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | +6.1% | -7.1% | +13.2% | +9.0% |
| 6M | -24.2% | -7.9% | -16.3% | -22.1% |
| YTD | -9.7% | +41.3% | -51.0% | -21.0% |
| 1Y | +40.9% | +20.7% | +20.2% | +30.0% |
| 3Y | +883.3% | +112.2% | +771.1% | +630.1% |
| 5Y | +224.2% | +191.2% | +33.0% | +113.3% |
| 10Y | +141.3% | +524.3% | -383.1% | +17.6% |
| All | +271.6% | +768.4% | -496.8% | +46.3% |
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