-8.1%
EFX vs IT
-15.8%
+7.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | +25.1% | -1.8% | +27.0% | +25.8% |
| 3M | +1.7% | +4.8% | -3.2% | -1.1% |
| 6M | +18.4% | +33.0% | -14.6% | +0.9% |
| YTD | -12.5% | -23.8% | +11.3% | -5.4% |
| 1Y | -8.1% | -16.5% | +8.4% | -4.2% |
| All | -8.1% | -15.8% | +7.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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