+79.7%
EFX vs IBN
+385.6%
-305.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.8% | +1.9% | -2.6% | -1.3% |
| 30D | +25.1% | +22.1% | +3.0% | +18.0% |
| 3M | +1.7% | +17.1% | -15.4% | -3.0% |
| 6M | +18.4% | +35.5% | -17.2% | +8.2% |
| YTD | -12.5% | +16.8% | -29.3% | -16.7% |
| 1Y | -8.1% | +12.4% | -20.5% | -11.5% |
| 3Y | +4.8% | +58.0% | -53.3% | -9.5% |
| 5Y | -30.1% | +73.7% | -103.8% | -41.4% |
| All | +79.7% | +385.6% | -305.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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