-36.6%
EFX vs IRM
+190.5%
-227.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.7% |
| 7D | -9.4% | +3.0% | -12.4% | -10.6% |
| 30D | -6.9% | -5.2% | -1.7% | -5.1% |
| 3M | +0.1% | -8.0% | +8.2% | +2.7% |
| 6M | -17.3% | +9.2% | -26.5% | -22.6% |
| YTD | -21.8% | +41.0% | -62.8% | -36.0% |
| 1Y | -32.5% | +23.3% | -55.8% | -41.4% |
| 3Y | -12.3% | +102.8% | -115.2% | -44.8% |
| 5Y | -36.6% | +192.8% | -229.4% | -68.0% |
| All | -36.6% | +190.5% | -227.1% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling