+144.3%
IEMG vs ECHO
+255.5%
-111.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | +1.6% | +5.3% | -3.7% | +1.0% |
| 30D | +4.6% | +2.4% | +2.2% | +4.3% |
| 3M | +4.8% | -21.8% | +26.6% | +7.6% |
| 6M | +16.8% | -16.9% | +33.8% | +18.6% |
| YTD | +24.8% | -16.0% | +40.8% | +26.2% |
| 1Y | +34.3% | +9.3% | +25.0% | +31.2% |
| 3Y | +87.0% | +406.2% | -319.3% | +30.4% |
| 5Y | +49.9% | +251.0% | -201.0% | +11.5% |
| 10Y | +144.8% | +191.3% | -46.5% | +81.9% |
| All | +144.3% | +255.5% | -111.2% | +72.0% |
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