-1.3%
IONQ vs ECHO
+14.6%
-15.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | +0.2% |
| 7D | +7.1% | +8.6% | -1.5% | +2.4% |
| 30D | -8.9% | +3.8% | -12.7% | -10.6% |
| 3M | -35.6% | -19.9% | -15.7% | -29.2% |
| 6M | +13.3% | -12.1% | +25.3% | +17.0% |
| YTD | -9.8% | -14.1% | +4.3% | -3.1% |
| 1Y | -1.3% | +15.9% | -17.2% | -6.2% |
| All | -1.3% | +14.6% | -15.9% | -6.2% |
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