+149.9%
IBM vs ECHO
+168.8%
-18.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.5% | -0.2% |
| 7D | -2.5% | +3.0% | -5.5% | -2.9% |
| 30D | +8.4% | +6.7% | +1.7% | +7.5% |
| 3M | +4.5% | +12.4% | -7.9% | +3.0% |
| 6M | +7.9% | -20.4% | +28.3% | +9.4% |
| YTD | -15.2% | -6.9% | -8.3% | -15.9% |
| 1Y | -17.6% | +37.7% | -55.3% | -21.7% |
| 3Y | +82.1% | +902.9% | -820.8% | +17.8% |
| 5Y | +143.3% | +275.3% | -132.0% | +89.4% |
| 10Y | +149.9% | +159.0% | -9.1% | +105.1% |
| All | +149.9% | +168.8% | -18.8% | +105.1% |
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