+240.0%
ECHO vs IWD
+384.5%
-144.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.6% |
| 7D | +3.4% | -0.3% | +3.7% | +3.7% |
| 30D | +2.4% | +0.6% | +1.8% | +1.8% |
| 3M | -28.0% | +7.2% | -35.2% | -32.2% |
| 6M | -21.2% | +16.2% | -37.5% | -30.9% |
| YTD | -17.4% | +23.3% | -40.7% | -31.1% |
| 1Y | +33.6% | +29.6% | +4.0% | +6.8% |
| 3Y | +419.7% | +70.5% | +349.2% | +238.3% |
| 5Y | +241.7% | +73.5% | +168.2% | +120.3% |
| 10Y | +180.8% | +198.3% | -17.6% | +20.4% |
| All | +240.0% | +384.5% | -144.5% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling