+66.7%
IBIT vs ECHO
+469.6%
-402.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -2.3% |
| 7D | +1.4% | +8.6% | -7.1% | +0.6% |
| 30D | +20.6% | +3.8% | +16.9% | +20.1% |
| 3M | +23.7% | -19.9% | +43.6% | +26.1% |
| 6M | +15.0% | -12.1% | +27.1% | +15.9% |
| YTD | -10.6% | -14.1% | +3.5% | -9.7% |
| 1Y | -30.3% | +15.9% | -46.2% | -31.4% |
| All | +66.7% | +469.6% | -402.9% | +24.0% |
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