+240.0%
ECHO vs IWF
+894.7%
-654.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | +0.5% | +2.9% | +3.0% |
| 30D | +2.4% | -0.4% | +2.7% | +2.7% |
| 3M | -28.0% | -2.6% | -25.3% | -26.1% |
| 6M | -21.2% | +9.1% | -30.4% | -26.0% |
| YTD | -17.4% | +4.5% | -21.9% | -19.7% |
| 1Y | +33.6% | +10.1% | +23.5% | +24.7% |
| 3Y | +419.7% | +77.6% | +342.0% | +238.7% |
| 5Y | +241.7% | +73.7% | +168.0% | +120.4% |
| 10Y | +180.8% | +411.5% | -230.8% | -28.4% |
| All | +240.0% | +894.7% | -654.7% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling