+159.0%
ECHO vs IWD
+212.1%
-53.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.0% | +4.9% | +4.8% |
| 7D | +3.0% | +1.3% | +1.8% | +1.7% |
| 30D | +6.7% | +3.6% | +3.1% | +2.8% |
| 3M | +12.4% | +2.3% | +10.1% | +9.6% |
| 6M | -20.4% | +13.0% | -33.5% | -30.4% |
| YTD | -6.9% | +26.2% | -33.1% | -27.6% |
| 1Y | +37.7% | +30.5% | +7.3% | +3.4% |
| 3Y | +902.9% | +86.2% | +816.7% | +435.6% |
| 5Y | +275.3% | +72.9% | +202.5% | +117.2% |
| 10Y | +159.0% | +205.0% | -46.0% | -10.9% |
| All | +159.0% | +212.1% | -53.1% | -10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling