+249.6%
ECHO vs IVZ
+37.5%
+212.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | +3.6% | -2.8% | +6.4% | +5.3% |
| 30D | +7.5% | -2.2% | +9.6% | +8.7% |
| 3M | +16.2% | -8.1% | +24.3% | +21.0% |
| 6M | -20.9% | +3.8% | -24.6% | -22.8% |
| YTD | -6.0% | +11.5% | -17.4% | -12.9% |
| 1Y | +43.4% | +23.7% | +19.7% | +25.5% |
| 3Y | +924.0% | +145.8% | +778.2% | +509.2% |
| 5Y | +249.6% | +36.1% | +213.5% | +170.9% |
| All | +249.6% | +37.5% | +212.1% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling