+3,543.1%
EFX vs IT
+5,645.5%
-2,102.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.4% | +4.4% | -1.4% |
| 7D | -7.8% | -9.1% | +1.3% | -5.8% |
| 30D | -5.7% | -7.0% | +1.3% | -4.2% |
| 3M | +2.5% | +7.6% | -5.1% | +0.2% |
| 6M | -16.7% | +2.1% | -18.8% | -17.7% |
| YTD | -20.2% | -31.6% | +11.4% | -14.1% |
| 1Y | -31.4% | -29.9% | -1.5% | -26.9% |
| 3Y | -10.5% | -51.3% | +40.8% | +2.1% |
| 5Y | -35.2% | -44.8% | +9.6% | -28.0% |
| 10Y | +40.2% | +91.4% | -51.2% | +20.6% |
| All | +3,543.1% | +5,645.5% | -2,102.4% | +1,861.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling