+140.8%
IEMG vs ECHO
+197.5%
-56.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.1% |
| 7D | -1.3% | +3.7% | -5.0% | -1.7% |
| 30D | +1.9% | +0.7% | +1.2% | +1.8% |
| 3M | +1.4% | -27.3% | +28.7% | +4.5% |
| 6M | +15.2% | -17.0% | +32.1% | +16.7% |
| YTD | +23.8% | -14.3% | +38.1% | +24.8% |
| 1Y | +30.7% | +20.9% | +9.8% | +26.9% |
| 3Y | +83.3% | +423.0% | -339.7% | +34.1% |
| 5Y | +48.8% | +265.7% | -216.9% | +15.5% |
| All | +140.8% | +197.5% | -56.7% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling