+144.8%
IBM vs ECHO
+139.8%
+5.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.1% |
| 7D | -0.3% | +9.1% | -9.4% | -1.2% |
| 30D | +6.8% | +7.2% | -0.4% | +5.9% |
| 3M | +4.4% | +6.1% | -1.7% | +3.5% |
| 6M | +13.2% | -24.2% | +37.3% | +15.3% |
| YTD | -15.1% | -9.7% | -5.4% | -15.6% |
| 1Y | -20.2% | +40.9% | -61.1% | -24.3% |
| 3Y | +79.3% | +883.3% | -804.0% | +16.3% |
| 5Y | +147.5% | +224.2% | -76.7% | +100.9% |
| All | +144.8% | +139.8% | +5.0% | +107.7% |
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 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