+166.9%
IWM vs ECHO
+193.6%
-26.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.1% |
| 7D | +1.4% | +8.6% | -7.2% | 0.0% |
| 30D | -2.3% | +3.8% | -6.0% | -2.9% |
| 3M | +4.0% | -19.9% | +23.9% | +7.2% |
| 6M | +17.9% | -12.1% | +30.0% | +19.0% |
| YTD | +20.2% | -14.1% | +34.3% | +21.2% |
| 1Y | +25.0% | +15.9% | +9.1% | +19.3% |
| 3Y | +66.0% | +417.8% | -351.9% | -1.6% |
| 5Y | +40.0% | +259.3% | -219.3% | -8.6% |
| 10Y | +166.9% | +192.7% | -25.9% | +80.4% |
| All | +166.9% | +193.6% | -26.7% | +80.4% |
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