+251.0%
ECHO vs IWF
+72.9%
+178.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.9% |
| 7D | +5.3% | +0.5% | +4.8% | +4.9% |
| 30D | +2.4% | -1.4% | +3.8% | +3.6% |
| 3M | -21.8% | +0.4% | -22.2% | -21.8% |
| 6M | -16.9% | +8.5% | -25.4% | -21.3% |
| YTD | -16.0% | +3.7% | -19.7% | -17.8% |
| 1Y | +9.3% | +8.5% | +0.8% | +3.4% |
| 3Y | +406.2% | +78.5% | +327.7% | +250.9% |
| 5Y | +251.0% | +73.6% | +177.3% | +136.2% |
| All | +251.0% | +72.9% | +178.1% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling