+926.7%
ECHO vs IWD
+85.1%
+841.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.6% |
| 7D | +5.7% | +2.3% | +3.4% | +2.2% |
| 30D | +13.8% | +3.6% | +10.2% | +7.8% |
| 3M | +9.1% | +2.2% | +6.9% | +5.5% |
| 6M | -24.9% | +13.0% | -37.9% | -38.4% |
| YTD | -8.0% | +26.5% | -34.5% | -37.2% |
| 1Y | +42.9% | +30.1% | +12.8% | -6.9% |
| 3Y | +926.7% | +84.9% | +841.8% | +254.1% |
| All | +926.7% | +85.1% | +841.5% | +254.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling