+167.2%
IONQ vs ECHO
+881.3%
-714.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.0% | -5.4% | -8.5% |
| 7D | +16.8% | +9.1% | +7.6% | +14.9% |
| 30D | -11.1% | +7.2% | -18.3% | -12.1% |
| 3M | -31.7% | +6.1% | -37.8% | -32.3% |
| 6M | -44.8% | -24.2% | -20.6% | -41.9% |
| YTD | -31.2% | -9.7% | -21.5% | -29.5% |
| 1Y | -39.1% | +40.9% | -80.1% | -41.7% |
| All | +167.2% | +881.3% | -714.1% | +31.7% |
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