+963.8%
IGV vs ECHO
+216.6%
+747.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | +3.4% | -7.9% | -5.1% |
| 30D | +3.2% | +2.4% | +0.9% | +2.8% |
| 3M | +4.5% | -28.0% | +32.5% | +10.1% |
| 6M | +22.1% | -21.2% | +43.4% | +25.6% |
| YTD | -1.0% | -17.4% | +16.3% | +0.5% |
| 1Y | -2.1% | +33.6% | -35.7% | -9.5% |
| 3Y | +44.6% | +419.7% | -375.1% | -16.7% |
| 5Y | +22.2% | +241.7% | -219.6% | -22.9% |
| 10Y | +364.7% | +180.8% | +184.0% | +190.5% |
| All | +963.8% | +216.6% | +747.2% | +416.9% |
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