-36.6%
EFX vs IBN
+54.0%
-90.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.3% |
| 7D | -9.4% | -5.1% | -4.3% | -7.3% |
| 30D | -6.9% | -3.5% | -3.4% | -5.5% |
| 3M | +0.1% | +11.3% | -11.2% | -4.3% |
| 6M | -17.3% | +4.4% | -21.8% | -19.0% |
| YTD | -21.8% | -1.8% | -20.0% | -21.6% |
| 1Y | -32.5% | -8.0% | -24.6% | -30.6% |
| 3Y | -12.3% | +27.1% | -39.4% | -24.4% |
| 5Y | -36.6% | +54.5% | -91.1% | -51.8% |
| All | -36.6% | +54.0% | -90.6% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling