+34.2%
ECHO vs IWD
+33.0%
+1.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -6.1% |
| 7D | +4.6% | +2.5% | +2.0% | +1.6% |
| 30D | +0.4% | +6.0% | -5.5% | -6.5% |
| 3M | +7.7% | +3.8% | +3.9% | +2.8% |
| 6M | -18.0% | +16.3% | -34.4% | -32.7% |
| YTD | -9.3% | +27.5% | -36.7% | -33.3% |
| 1Y | +34.2% | +32.8% | +1.4% | -5.7% |
| All | +34.2% | +33.0% | +1.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling