+51.6%
IBIT vs ECHO
+498.4%
-446.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -4.0% |
| 7D | -6.2% | +9.1% | -15.3% | -7.1% |
| 30D | -14.4% | +7.2% | -21.5% | -15.1% |
| 3M | +12.5% | +6.1% | +6.4% | +11.6% |
| 6M | -11.9% | -24.2% | +12.3% | -9.9% |
| YTD | -18.7% | -9.7% | -9.0% | -18.4% |
| 1Y | -29.9% | +40.9% | -70.8% | -32.2% |
| All | +51.6% | +498.4% | -446.8% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling