+202.8%
IYR vs ECHO
+216.6%
-13.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +3.4% | -4.7% | -1.8% |
| 30D | -2.9% | +2.4% | -5.2% | -3.3% |
| 3M | +0.8% | -28.0% | +28.8% | +6.0% |
| 6M | +1.9% | -21.2% | +23.1% | +4.6% |
| YTD | +9.6% | -17.4% | +27.0% | +10.9% |
| 1Y | +8.1% | +33.6% | -25.5% | -0.9% |
| 3Y | +29.2% | +419.7% | -390.5% | -28.7% |
| 5Y | +4.3% | +241.7% | -237.4% | -36.7% |
| 10Y | +64.7% | +180.8% | -116.1% | -1.5% |
| All | +202.8% | +216.6% | -13.8% | +19.8% |
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