+929.4%
IGV vs ECHO
+252.6%
+676.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +2.3% | +5.7% | -3.3% | +1.3% |
| 30D | -6.0% | +13.8% | -19.8% | -8.4% |
| 3M | -4.8% | +9.1% | -13.9% | -6.6% |
| 6M | +14.2% | -24.9% | +39.2% | +18.9% |
| YTD | -4.2% | -8.0% | +3.8% | -4.9% |
| 1Y | -5.3% | +42.9% | -48.2% | -13.4% |
| 3Y | +38.8% | +926.7% | -887.9% | -32.0% |
| 5Y | +14.2% | +230.4% | -216.1% | -25.9% |
| 10Y | +357.6% | +145.9% | +211.7% | +206.5% |
| All | +929.4% | +252.6% | +676.8% | +388.9% |
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