+618.3%
IVV vs ECHO
+233.6%
+384.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -3.4% |
| 7D | -2.7% | -2.4% | -0.3% | -2.3% |
| 30D | -5.4% | -3.1% | -2.2% | -5.1% |
| 3M | -4.1% | +8.7% | -12.8% | -5.6% |
| 6M | +0.7% | -24.8% | +25.5% | +4.4% |
| YTD | +8.7% | -13.0% | +21.7% | +9.0% |
| 1Y | +11.0% | +33.9% | -23.0% | +3.1% |
| 3Y | +75.4% | +791.8% | -716.4% | -7.5% |
| 5Y | +68.3% | +261.7% | -193.4% | +8.1% |
| 10Y | +315.5% | +157.3% | +158.2% | +179.4% |
| All | +618.3% | +233.6% | +384.7% | +254.0% |
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