+2,428.1%
EFX vs IRM
+9,772.9%
-7,344.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -0.8% | +6.8% | -7.6% | -2.7% |
| 30D | +25.1% | +2.6% | +22.5% | +23.6% |
| 3M | +1.7% | -9.5% | +11.1% | +3.8% |
| 6M | +18.4% | -8.5% | +26.9% | +19.8% |
| YTD | -12.5% | +40.3% | -52.8% | -22.5% |
| 1Y | -8.1% | +28.7% | -36.8% | -16.6% |
| 3Y | +4.8% | +111.8% | -107.0% | -18.5% |
| 5Y | -30.1% | +189.1% | -219.2% | -50.4% |
| 10Y | +81.5% | +519.8% | -438.3% | +1.8% |
| All | +2,428.1% | +9,772.9% | -7,344.7% | +896.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling