+405.8%
IWM vs ECHO
+216.6%
+189.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +3.4% | -3.3% | -0.7% |
| 30D | -1.3% | +2.4% | -3.6% | -1.8% |
| 3M | +1.6% | -28.0% | +29.6% | +8.7% |
| 6M | +13.6% | -21.2% | +34.8% | +17.9% |
| YTD | +20.8% | -17.4% | +38.1% | +23.1% |
| 1Y | +26.4% | +33.6% | -7.2% | +13.7% |
| 3Y | +60.7% | +419.7% | -359.0% | -23.3% |
| 5Y | +38.2% | +241.7% | -203.5% | -25.5% |
| 10Y | +169.5% | +180.8% | -11.3% | +48.1% |
| All | +405.8% | +216.6% | +189.2% | +100.4% |
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 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