+33.6%
ECHO vs IWD
+30.5%
+3.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.9% |
| 7D | +3.4% | -0.3% | +3.7% | +3.8% |
| 30D | +2.4% | +0.6% | +1.8% | +1.6% |
| 3M | -28.0% | +7.2% | -35.2% | -34.3% |
| 6M | -21.2% | +16.2% | -37.5% | -35.1% |
| YTD | -17.4% | +23.3% | -40.7% | -36.8% |
| 1Y | +33.6% | +29.6% | +4.0% | -1.8% |
| All | +33.6% | +30.5% | +3.1% | -1.8% |
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