+227.2%
IONQ vs ECHO
+375.3%
-148.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.9% | +1.4% | +6.7% |
| 7D | +25.5% | +3.0% | +22.4% | +25.0% |
| 30D | -11.4% | +6.7% | -18.1% | -12.4% |
| 3M | -20.5% | +12.4% | -32.8% | -22.2% |
| 6M | -28.2% | -20.4% | -7.8% | -24.9% |
| YTD | -21.2% | -6.9% | -14.3% | -19.8% |
| 1Y | -40.4% | +37.7% | -78.1% | -43.4% |
| 3Y | +214.7% | +902.9% | -688.2% | +72.5% |
| 5Y | +56.9% | +275.3% | -218.5% | +1.7% |
| All | +227.2% | +375.3% | -148.1% | +115.6% |
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