+724.8%
EFX vs IAG
+377.5%
+347.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -6.2% |
| 7D | -8.6% | -0.5% | -8.1% | -8.6% |
| 30D | +0.1% | +28.9% | -28.8% | -1.3% |
| 3M | +3.8% | +19.1% | -15.3% | +2.6% |
| 6M | -13.5% | -10.3% | -3.3% | -13.5% |
| YTD | -17.7% | +24.2% | -41.9% | -19.4% |
| 1Y | -25.6% | +116.5% | -142.1% | -29.6% |
| 3Y | -12.1% | +742.8% | -754.9% | -24.6% |
| 5Y | -33.8% | +753.3% | -787.1% | -44.5% |
| 10Y | +45.1% | +403.2% | -358.0% | +20.1% |
| All | +724.8% | +377.5% | +347.3% | +535.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling