+309.6%
IVV vs ECHO
+168.8%
+140.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.9% | -4.6% | +1.6% |
| 7D | +0.1% | +3.0% | -2.9% | -0.3% |
| 30D | -3.3% | +6.7% | -10.0% | -4.1% |
| 3M | -2.4% | +12.4% | -14.8% | -3.8% |
| 6M | +2.6% | -20.4% | +23.0% | +4.4% |
| YTD | +11.3% | -6.9% | +18.2% | +10.7% |
| 1Y | +13.4% | +37.7% | -24.3% | +7.9% |
| 3Y | +80.3% | +902.9% | -822.6% | +14.0% |
| 5Y | +72.7% | +275.3% | -202.6% | +32.1% |
| 10Y | +309.6% | +159.0% | +150.6% | +242.1% |
| All | +309.6% | +168.8% | +140.9% | +242.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling