+1,367.3%
IBKR vs ECHO
+223.8%
+1,143.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.1% |
| 7D | -3.8% | +2.3% | -6.1% | -4.3% |
| 30D | -0.3% | +4.4% | -4.7% | -1.2% |
| 3M | +4.8% | -20.3% | +25.1% | +9.2% |
| 6M | +30.8% | -15.3% | +46.1% | +33.8% |
| YTD | +39.5% | -15.5% | +55.0% | +41.9% |
| 1Y | +43.7% | +15.0% | +28.7% | +36.2% |
| 3Y | +284.7% | +409.1% | -124.5% | +105.9% |
| 5Y | +484.9% | +260.6% | +224.3% | +239.3% |
| 10Y | +980.8% | +193.0% | +787.9% | +533.9% |
| All | +1,367.3% | +223.8% | +1,143.5% | +544.7% |
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