+42.5%
ICE vs ECHO
+436.9%
-394.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -2.3% |
| 7D | -1.2% | +8.6% | -9.7% | -1.4% |
| 30D | +5.0% | +3.8% | +1.2% | +4.8% |
| 3M | +13.9% | -19.9% | +33.8% | +14.5% |
| 6M | -4.4% | -12.1% | +7.7% | -4.2% |
| YTD | -1.9% | -14.1% | +12.1% | -1.7% |
| 1Y | -8.1% | +15.9% | -24.0% | -8.8% |
| 3Y | +42.5% | +417.8% | -375.4% | +34.1% |
| All | +42.5% | +436.9% | -394.4% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling