+39.7%
EFX vs IAG
+427.6%
-387.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.5% |
| 7D | -4.5% | -1.1% | -3.5% | -4.5% |
| 30D | -6.1% | +12.1% | -18.2% | -6.7% |
| 3M | +6.2% | +25.5% | -19.3% | +4.8% |
| 6M | -11.2% | -7.1% | -4.1% | -11.3% |
| YTD | -21.4% | +22.9% | -44.3% | -22.9% |
| 1Y | -34.3% | +83.3% | -117.7% | -37.2% |
| 3Y | -12.5% | +808.5% | -821.0% | -25.7% |
| 5Y | -35.6% | +838.0% | -873.5% | -46.7% |
| All | +39.7% | +427.6% | -387.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling