+4.8%
EFX vs IAG
+663.0%
-658.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.7% |
| 7D | -0.8% | -7.7% | +6.9% | -0.5% |
| 30D | +25.1% | +1.6% | +23.5% | +24.8% |
| 3M | +1.7% | -2.4% | +4.1% | +1.6% |
| 6M | +18.4% | -7.8% | +26.2% | +18.6% |
| YTD | -12.5% | +5.0% | -17.5% | -13.2% |
| 1Y | -8.1% | +25.7% | -33.8% | -9.8% |
| 3Y | +4.8% | +694.5% | -689.7% | -18.2% |
| All | +4.8% | +663.0% | -658.2% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling