+294.8%
IONQ vs ECHO
+242.1%
+52.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | +3.4% | -2.6% | 0.0% |
| 30D | -1.0% | +2.4% | -3.4% | -1.4% |
| 3M | -39.8% | -28.0% | -11.9% | -35.1% |
| 6M | +6.4% | -21.2% | +27.7% | +12.2% |
| YTD | -11.9% | -17.4% | +5.5% | -7.8% |
| 1Y | -6.2% | +33.6% | -39.7% | -11.3% |
| 3Y | +125.7% | +419.7% | -294.0% | +34.3% |
| All | +294.8% | +242.1% | +52.7% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling