+61.0%
IBIT vs ECHO
+477.0%
-415.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.6% | -0.9% |
| 7D | -1.1% | -2.4% | +1.3% | -0.9% |
| 30D | -9.2% | -3.1% | -6.0% | -9.0% |
| 3M | +17.5% | +8.7% | +8.8% | +16.3% |
| 6M | -7.2% | -24.8% | +17.6% | -5.0% |
| YTD | -13.6% | -13.0% | -0.7% | -12.9% |
| 1Y | -25.1% | +33.9% | -59.0% | -27.2% |
| All | +61.0% | +477.0% | -415.9% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling