-20.7%
IBIT vs ECHO
+34.5%
-55.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +3.7% |
| 7D | -1.8% | +4.6% | -6.3% | -2.9% |
| 30D | -6.7% | +0.4% | -7.1% | -7.0% |
| 3M | +24.6% | +7.7% | +16.9% | +21.9% |
| 6M | -0.2% | -18.0% | +17.9% | +3.1% |
| YTD | -8.7% | -9.3% | +0.6% | -9.1% |
| 1Y | -20.7% | +34.2% | -54.9% | -29.8% |
| All | -20.7% | +34.5% | -55.2% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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