+202.0%
IONQ vs ECHO
+344.4%
-142.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +5.2% | +18.2% | +22.2% |
| 7D | +8.6% | -2.4% | +11.0% | +9.5% |
| 30D | -21.1% | -3.1% | -18.0% | -20.3% |
| 3M | -17.9% | +8.7% | -26.6% | -19.1% |
| 6M | -37.9% | -24.8% | -13.2% | -34.2% |
| YTD | -27.3% | -13.0% | -14.3% | -24.8% |
| 1Y | -43.2% | +33.9% | -77.1% | -45.7% |
| 3Y | +191.0% | +791.8% | -600.8% | +63.9% |
| 5Y | +69.3% | +261.7% | -192.4% | +11.9% |
| All | +202.0% | +344.4% | -142.4% | +102.0% |
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