-30.8%
EFX vs IRM
+20.9%
-51.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | -11.1% | -1.8% | -9.3% | -11.0% |
| 30D | -7.4% | -7.8% | +0.4% | -6.9% |
| 3M | +1.5% | -7.9% | +9.3% | +1.8% |
| 6M | -13.7% | +6.3% | -20.0% | -17.0% |
| YTD | -21.9% | +38.2% | -60.0% | -30.0% |
| 1Y | -30.8% | +19.8% | -50.6% | -35.4% |
| All | -30.8% | +20.9% | -51.7% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling