-36.6%
EFX vs IAG
+804.8%
-841.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.2% |
| 7D | -9.4% | +1.7% | -11.1% | -9.5% |
| 30D | -6.9% | +11.4% | -18.3% | -7.6% |
| 3M | +0.1% | +33.0% | -32.9% | -1.8% |
| 6M | -17.3% | -6.0% | -11.3% | -17.4% |
| YTD | -21.8% | +24.6% | -46.4% | -23.7% |
| 1Y | -32.5% | +105.0% | -137.5% | -36.9% |
| 3Y | -12.3% | +837.9% | -850.2% | -30.9% |
| 5Y | -36.6% | +817.0% | -853.6% | -52.7% |
| All | -36.6% | +804.8% | -841.5% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling