+144.5%
IBM vs ECHO
+187.5%
-43.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +3.6% |
| 7D | +3.6% | +5.3% | -1.8% | +3.0% |
| 30D | +1.5% | +2.4% | -0.9% | +1.2% |
| 3M | -12.9% | -21.8% | +8.9% | -11.2% |
| 6M | -3.9% | -16.9% | +13.0% | -3.2% |
| YTD | -17.3% | -16.0% | -1.4% | -17.0% |
| 1Y | -5.0% | +9.3% | -14.3% | -7.5% |
| 3Y | +78.2% | +406.2% | -328.0% | +30.1% |
| 5Y | +120.6% | +251.0% | -130.3% | +71.2% |
| 10Y | +144.5% | +191.3% | -46.8% | +91.4% |
| All | +144.5% | +187.5% | -43.1% | +91.4% |
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