-35.8%
EFX vs IT
-42.9%
+7.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | -1.8% |
| 7D | -4.5% | -3.7% | -0.9% | -3.1% |
| 30D | -6.1% | +0.1% | -6.2% | -6.2% |
| 3M | +6.2% | +20.7% | -14.5% | -4.4% |
| 6M | -11.2% | +12.0% | -23.2% | -17.8% |
| YTD | -21.4% | -28.8% | +7.4% | -11.1% |
| 1Y | -34.3% | -25.5% | -8.8% | -28.1% |
| 3Y | -12.5% | -48.8% | +36.2% | +10.4% |
| All | -35.8% | -42.9% | +7.1% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling