+331.8%
IBM vs ECHO
+216.6%
+115.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +3.4% | -3.7% | -0.7% |
| 30D | +0.3% | +2.4% | -2.1% | -0.1% |
| 3M | -21.6% | -28.0% | +6.3% | -18.5% |
| 6M | -4.7% | -21.2% | +16.6% | -2.9% |
| YTD | -19.1% | -17.4% | -1.7% | -18.4% |
| 1Y | -2.5% | +33.6% | -36.1% | -8.8% |
| 3Y | +74.2% | +419.7% | -345.5% | +12.9% |
| 5Y | +113.1% | +241.7% | -128.6% | +48.1% |
| 10Y | +133.5% | +180.8% | -47.2% | +63.9% |
| All | +331.8% | +216.6% | +115.2% | +148.6% |
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