-13.0%
EFX vs IBN
+25.1%
-38.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -11.1% | -5.5% | -5.7% | -9.5% |
| 30D | -7.4% | -3.4% | -4.0% | -6.4% |
| 3M | +1.5% | +8.7% | -7.2% | -1.0% |
| 6M | -13.7% | +3.7% | -17.4% | -14.7% |
| YTD | -21.9% | -2.4% | -19.5% | -21.6% |
| 1Y | -30.8% | -8.1% | -22.7% | -29.5% |
| All | -13.0% | +25.1% | -38.1% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling