+265.9%
IONQ vs ECHO
+321.8%
-55.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | +3.4% | -2.6% | +0.1% |
| 30D | -1.0% | +2.4% | -3.4% | -1.4% |
| 3M | -39.8% | -28.0% | -11.9% | -35.5% |
| 6M | +6.4% | -21.2% | +27.7% | +11.7% |
| YTD | -11.9% | -17.4% | +5.5% | -8.1% |
| 1Y | -6.2% | +33.6% | -39.7% | -10.7% |
| 3Y | +125.7% | +419.7% | -294.0% | +43.5% |
| 5Y | +296.0% | +241.7% | +54.3% | +164.2% |
| All | +265.9% | +321.8% | -55.9% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling