+188.4%
ECHO vs IVZ
+64.1%
+124.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +2.3% | -2.4% | +4.7% | +3.3% |
| 30D | +4.4% | +2.5% | +1.9% | +3.2% |
| 3M | -20.3% | +17.1% | -37.4% | -25.7% |
| 6M | -15.3% | +35.1% | -50.5% | -26.0% |
| YTD | -15.5% | +24.3% | -39.8% | -24.0% |
| 1Y | +15.0% | +48.7% | -33.7% | -4.4% |
| 3Y | +409.1% | +135.6% | +273.5% | +246.0% |
| 5Y | +260.6% | +60.3% | +200.3% | +173.9% |
| All | +188.4% | +64.1% | +124.3% | +97.8% |
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