-11.2%
EFX vs IRM
+103.7%
-114.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -7.8% | +1.6% | -9.5% | -8.4% |
| 30D | -5.7% | -4.2% | -1.5% | -4.7% |
| 3M | +2.5% | -5.4% | +7.9% | +3.5% |
| 6M | -16.7% | +12.0% | -28.7% | -22.5% |
| YTD | -20.2% | +42.0% | -62.2% | -34.0% |
| 1Y | -31.4% | +29.9% | -61.2% | -41.4% |
| All | -11.2% | +103.7% | -114.9% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling