+153.1%
IWM vs ECHO
+151.3%
+1.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.7% |
| 30D | -1.5% | -3.1% | +1.7% | -1.2% |
| 3M | -8.0% | +8.7% | -16.7% | -9.6% |
| 6M | -4.1% | -24.8% | +20.7% | -0.6% |
| YTD | +11.9% | -13.0% | +24.9% | +12.3% |
| 1Y | +15.0% | +33.9% | -18.9% | +7.0% |
| 3Y | +64.2% | +791.8% | -727.6% | -16.6% |
| 5Y | +20.4% | +261.7% | -241.3% | -21.2% |
| All | +153.1% | +151.3% | +1.8% | +85.5% |
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