-44.7%
IONQ vs ECHO
+34.5%
-79.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +0.4% |
| 7D | -8.9% | +4.6% | -13.5% | -11.3% |
| 30D | -31.3% | +0.4% | -31.7% | -31.5% |
| 3M | -29.2% | +7.7% | -36.9% | -32.4% |
| 6M | -35.4% | -18.0% | -17.4% | -31.4% |
| YTD | -34.2% | -9.3% | -24.9% | -32.8% |
| 1Y | -44.7% | +34.2% | -78.9% | -50.5% |
| All | -44.7% | +34.5% | -79.2% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling