+138.2%
IBM vs ECHO
+260.3%
-122.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.1% | -1.1% |
| 7D | -5.0% | -2.4% | -2.6% | -4.9% |
| 30D | +11.1% | -3.1% | +14.2% | +11.2% |
| 3M | +5.7% | +8.7% | -3.0% | +5.2% |
| 6M | +10.1% | -24.8% | +34.9% | +11.0% |
| YTD | -15.6% | -13.0% | -2.7% | -15.7% |
| 1Y | -19.5% | +33.9% | -53.5% | -21.3% |
| 3Y | +80.4% | +791.8% | -711.4% | +53.9% |
| All | +138.2% | +260.3% | -122.1% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling