+412.7%
ECHO vs IVZ
+133.3%
+279.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.8% |
| 7D | +5.3% | +1.2% | +4.2% | +4.6% |
| 30D | +2.4% | +1.8% | +0.7% | +1.2% |
| 3M | -21.8% | +15.7% | -37.5% | -28.6% |
| 6M | -16.9% | +36.3% | -53.3% | -31.4% |
| YTD | -16.0% | +24.9% | -40.9% | -27.9% |
| 1Y | +9.3% | +48.9% | -39.7% | -16.8% |
| All | +412.7% | +133.3% | +279.4% | +166.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling