+69.8%
IBIT vs ECHO
+447.6%
-377.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +3.0% | +3.4% | -0.4% | +2.7% |
| 30D | +23.1% | +2.4% | +20.7% | +22.8% |
| 3M | +25.6% | -28.0% | +53.5% | +29.4% |
| 6M | +9.1% | -21.2% | +30.4% | +11.2% |
| YTD | -8.9% | -17.4% | +8.5% | -7.6% |
| 1Y | -27.5% | +33.6% | -61.0% | -29.4% |
| All | +69.8% | +447.6% | -377.7% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling