+48.3%
IEMG vs ECHO
+262.7%
-214.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.1% |
| 7D | -1.3% | +3.7% | -5.0% | -1.5% |
| 30D | +1.9% | +0.7% | +1.2% | +1.9% |
| 3M | +1.4% | -27.3% | +28.7% | +3.2% |
| 6M | +15.2% | -17.0% | +32.1% | +16.1% |
| YTD | +23.8% | -14.3% | +38.1% | +24.4% |
| 1Y | +30.7% | +20.9% | +9.8% | +28.8% |
| 3Y | +83.3% | +423.0% | -339.7% | +57.3% |
| All | +48.3% | +262.7% | -214.4% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling