+349.5%
IBM vs ECHO
+267.2%
+82.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.6% | -1.0% |
| 7D | -2.2% | +2.2% | -4.4% | -2.6% |
| 30D | +7.7% | +9.8% | -2.2% | +6.1% |
| 3M | +3.5% | +16.8% | -13.4% | +1.0% |
| 6M | +7.2% | -18.1% | +25.3% | +8.8% |
| YTD | -15.8% | -4.2% | -11.6% | -17.0% |
| 1Y | -19.3% | +41.2% | -60.5% | -25.0% |
| 3Y | +78.0% | +943.7% | -865.7% | +1.3% |
| 5Y | +143.0% | +277.5% | -134.5% | +67.6% |
| 10Y | +139.9% | +159.8% | -19.8% | +74.3% |
| All | +349.5% | +267.2% | +82.3% | +152.9% |
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