+352.6%
IBM vs ECHO
+267.2%
+85.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.3% |
| 7D | -1.5% | +2.2% | -3.7% | -1.9% |
| 30D | +8.4% | +9.8% | -1.4% | +6.8% |
| 3M | +4.2% | +16.8% | -12.6% | +1.7% |
| 6M | +7.9% | -18.1% | +26.0% | +9.6% |
| YTD | -15.2% | -4.2% | -11.0% | -16.5% |
| 1Y | -18.7% | +41.2% | -60.0% | -24.5% |
| 3Y | +79.2% | +943.7% | -864.5% | +2.0% |
| 5Y | +144.7% | +277.5% | -132.8% | +68.7% |
| 10Y | +141.6% | +159.8% | -18.2% | +75.5% |
| All | +352.6% | +267.2% | +85.4% | +154.6% |
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