+278.6%
ECHO vs IVZ
+88.0%
+190.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | +1.1% |
| 7D | +5.7% | +7.6% | -1.9% | +3.0% |
| 30D | +13.8% | +4.3% | +9.5% | +12.2% |
| 3M | +9.1% | -9.3% | +18.4% | +12.9% |
| 6M | -24.9% | +5.2% | -30.2% | -26.5% |
| YTD | -8.0% | +13.4% | -21.5% | -12.9% |
| 1Y | +42.9% | +25.4% | +17.5% | +30.6% |
| 3Y | +926.7% | +152.5% | +774.2% | +628.3% |
| 5Y | +230.4% | +36.7% | +193.7% | +181.6% |
| 10Y | +145.9% | +45.0% | +100.9% | +87.6% |
| All | +278.6% | +88.0% | +190.6% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling