+140.3%
ECHO vs IVZ
+40.3%
+100.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | +9.1% | +5.1% | +4.0% | +6.9% |
| 30D | +7.2% | -1.6% | +8.7% | +8.0% |
| 3M | +6.1% | -9.1% | +15.2% | +10.3% |
| 6M | -24.2% | +1.8% | -25.9% | -25.0% |
| YTD | -9.7% | +10.8% | -20.6% | -14.8% |
| 1Y | +40.9% | +19.1% | +21.8% | +29.0% |
| 3Y | +883.3% | +144.4% | +738.8% | +558.0% |
| 5Y | +224.2% | +33.6% | +190.6% | +165.5% |
| All | +140.3% | +40.3% | +100.0% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling