+79.7%
EFX vs IRM
+520.0%
-440.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -0.8% | +6.8% | -7.6% | -3.3% |
| 30D | +25.1% | +2.6% | +22.5% | +23.0% |
| 3M | +1.7% | -9.5% | +11.1% | +4.5% |
| 6M | +18.4% | -8.5% | +26.9% | +20.2% |
| YTD | -12.5% | +40.3% | -52.8% | -26.8% |
| 1Y | -8.1% | +28.7% | -36.8% | -20.4% |
| 3Y | +4.8% | +111.8% | -107.0% | -28.6% |
| 5Y | -30.1% | +189.1% | -219.2% | -58.4% |
| All | +79.7% | +520.0% | -440.3% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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