-30.3%
IBIT vs ECHO
+14.6%
-44.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -2.8% |
| 7D | +1.4% | +8.6% | -7.1% | -0.5% |
| 30D | +20.6% | +3.8% | +16.9% | +19.4% |
| 3M | +23.7% | -19.9% | +43.6% | +29.4% |
| 6M | +15.0% | -12.1% | +27.1% | +15.0% |
| YTD | -10.6% | -14.1% | +3.5% | -9.5% |
| 1Y | -30.3% | +15.9% | -46.2% | -37.2% |
| All | -30.3% | +14.6% | -44.9% | -37.2% |
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