+38.9%
EFX vs IRM
+430.1%
-391.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.8% |
| 7D | -11.1% | -1.8% | -9.3% | -10.5% |
| 30D | -7.4% | -7.8% | +0.4% | -4.7% |
| 3M | +1.5% | -7.9% | +9.3% | +3.8% |
| 6M | -13.7% | +6.3% | -20.0% | -17.5% |
| YTD | -21.9% | +38.2% | -60.0% | -33.7% |
| 1Y | -30.8% | +19.8% | -50.6% | -37.9% |
| 3Y | -12.4% | +98.8% | -111.1% | -38.3% |
| 5Y | -35.9% | +191.8% | -227.7% | -61.9% |
| All | +38.9% | +430.1% | -391.2% | -40.1% |
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