+33.6%
ECHO vs IWF
+10.9%
+22.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | +0.5% | +2.9% | +2.8% |
| 30D | +2.4% | -0.4% | +2.7% | +2.9% |
| 3M | -28.0% | -2.6% | -25.3% | -25.9% |
| 6M | -21.2% | +9.1% | -30.4% | -26.1% |
| YTD | -17.4% | +4.5% | -21.9% | -19.8% |
| 1Y | +33.6% | +10.1% | +23.5% | +25.1% |
| All | +33.6% | +10.9% | +22.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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