+258.3%
ECHO vs IWD
+385.9%
-127.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.0% |
| 30D | -3.1% | +2.7% | -5.8% | -5.4% |
| 3M | +8.7% | +0.9% | +7.8% | +7.9% |
| 6M | -24.8% | +10.5% | -35.3% | -31.1% |
| YTD | -13.0% | +23.7% | -36.7% | -27.6% |
| 1Y | +33.9% | +28.7% | +5.2% | +7.6% |
| 3Y | +791.8% | +79.7% | +712.1% | +453.2% |
| 5Y | +261.7% | +69.7% | +192.0% | +137.3% |
| 10Y | +157.3% | +211.4% | -54.1% | +6.8% |
| All | +258.3% | +385.9% | -127.6% | -3.6% |
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