-16.6%
EFX vs IRE
-97.2%
+80.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +39.6% | -41.8% | -0.8% |
| 7D | +2.7% | -27.2% | +29.9% | +2.4% |
| 30D | +33.1% | -75.1% | +108.2% | +29.5% |
| 3M | +8.2% | -77.9% | +86.0% | +5.5% |
| 6M | +10.2% | -94.6% | +104.7% | +7.3% |
| YTD | -11.8% | -91.5% | +79.7% | -13.9% |
| 1Y | -6.1% | -97.8% | +91.7% | -7.8% |
| All | -16.6% | -97.2% | +80.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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