+364.8%
IGV vs ECHO
+139.8%
+225.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.3% |
| 7D | +2.5% | +9.1% | -6.7% | +1.4% |
| 30D | -8.6% | +7.2% | -15.8% | -9.4% |
| 3M | -1.6% | +6.1% | -7.7% | -2.5% |
| 6M | +13.4% | -24.2% | +37.6% | +16.2% |
| YTD | -4.0% | -9.7% | +5.7% | -4.1% |
| 1Y | -7.6% | +40.9% | -48.6% | -12.4% |
| 3Y | +39.3% | +883.3% | -844.0% | -11.0% |
| 5Y | +14.5% | +224.2% | -209.7% | -9.8% |
| All | +364.8% | +139.8% | +225.0% | +300.0% |
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 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