+39.1%
IGV vs ECHO
+881.3%
-842.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.5% |
| 7D | +2.5% | +9.1% | -6.7% | +1.9% |
| 30D | -8.6% | +7.2% | -15.8% | -9.1% |
| 3M | -1.6% | +6.1% | -7.7% | -2.1% |
| 6M | +13.4% | -24.2% | +37.6% | +14.9% |
| YTD | -4.0% | -9.7% | +5.7% | -4.0% |
| 1Y | -7.6% | +40.9% | -48.6% | -9.9% |
| All | +39.1% | +881.3% | -842.2% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling