+58.9%
IBIT vs ECHO
+517.0%
-458.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.9% | -8.2% | -2.0% |
| 7D | -2.4% | +3.0% | -5.4% | -2.7% |
| 30D | -9.1% | +6.7% | -15.8% | -9.8% |
| 3M | +15.0% | +12.4% | +2.6% | +13.4% |
| 6M | -6.9% | -20.4% | +13.5% | -5.3% |
| YTD | -14.8% | -6.9% | -7.9% | -14.7% |
| 1Y | -28.1% | +37.7% | -65.8% | -30.4% |
| All | +58.9% | +517.0% | -458.1% | +17.1% |
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