-8.1%
EFX vs IRM
+20.8%
-28.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -0.8% | +6.8% | -7.6% | -0.9% |
| 30D | +25.1% | +2.6% | +22.5% | +24.7% |
| 3M | +1.7% | -9.5% | +11.1% | +2.1% |
| 6M | +18.4% | -8.5% | +26.9% | +18.5% |
| YTD | -12.5% | +40.3% | -52.8% | -22.1% |
| 1Y | -8.1% | +28.7% | -36.8% | -16.1% |
| All | -8.1% | +20.8% | -28.9% | -16.1% |
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 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