+5.7%
IYR vs ECHO
+252.6%
-246.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -0.9% | +5.3% | -6.3% | -1.2% |
| 30D | -2.4% | +2.4% | -4.8% | -2.5% |
| 3M | -2.0% | -21.8% | +19.8% | -0.8% |
| 6M | +2.5% | -16.9% | +19.4% | +3.1% |
| YTD | +8.3% | -16.0% | +24.3% | +8.7% |
| 1Y | +6.5% | +9.3% | -2.8% | +4.9% |
| 3Y | +29.3% | +406.2% | -376.9% | +5.7% |
| 5Y | +5.7% | +251.0% | -245.3% | -9.9% |
| All | +5.7% | +252.6% | -246.9% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling