+205.3%
IYR vs ECHO
+252.6%
-47.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | +0.6% | +5.7% | -5.1% | -0.4% |
| 30D | +6.6% | +13.8% | -7.3% | +3.8% |
| 3M | -1.8% | +9.1% | -10.9% | -3.8% |
| 6M | +1.4% | -24.9% | +26.4% | +5.2% |
| YTD | +10.5% | -8.0% | +18.5% | +9.2% |
| 1Y | +10.6% | +42.9% | -32.3% | +0.4% |
| 3Y | +41.8% | +926.7% | -884.9% | -34.4% |
| 5Y | +6.0% | +230.4% | -224.3% | -33.6% |
| 10Y | +86.7% | +145.9% | -59.2% | +20.6% |
| All | +205.3% | +252.6% | -47.2% | +18.0% |
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