+150.0%
IONQ vs ECHO
+900.0%
-750.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -6.8% |
| 7D | -11.5% | +5.7% | -17.2% | -12.5% |
| 30D | -8.1% | +13.8% | -21.9% | -10.3% |
| 3M | -35.8% | +9.1% | -44.9% | -36.8% |
| 6M | -47.7% | -24.9% | -22.8% | -45.0% |
| YTD | -35.6% | -8.0% | -27.6% | -34.3% |
| 1Y | -36.4% | +42.9% | -79.3% | -39.3% |
| 3Y | +150.0% | +926.7% | -776.7% | +22.7% |
| All | +150.0% | +900.0% | -750.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling