+368.8%
IWM vs ECHO
+233.6%
+135.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | -0.2% |
| 7D | -2.0% | -2.4% | +0.4% | -1.6% |
| 30D | -1.5% | -3.1% | +1.7% | -1.1% |
| 3M | -8.0% | +8.7% | -16.7% | -10.2% |
| 6M | -4.1% | -24.8% | +20.7% | +0.8% |
| YTD | +11.9% | -13.0% | +24.9% | +12.2% |
| 1Y | +15.0% | +33.9% | -18.9% | +3.7% |
| 3Y | +64.2% | +791.8% | -727.6% | -33.7% |
| 5Y | +20.4% | +261.7% | -241.3% | -36.1% |
| 10Y | +168.0% | +157.3% | +10.7% | +54.1% |
| All | +368.8% | +233.6% | +135.2% | +82.7% |
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