+38.3%
IEMG vs ECHO
+40.1%
-1.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +2.2% | +3.4% | -1.2% | +1.8% |
| 30D | +4.6% | +2.4% | +2.3% | +4.3% |
| 3M | +0.4% | -28.0% | +28.3% | +3.6% |
| 6M | +16.4% | -21.2% | +37.6% | +18.6% |
| YTD | +25.4% | -17.4% | +42.8% | +27.2% |
| 1Y | +38.3% | +33.6% | +4.7% | +37.3% |
| All | +38.3% | +40.1% | -1.9% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling