+144.5%
IBM vs EFX
+38.5%
+105.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.4% | +4.0% |
| 7D | +3.6% | -9.4% | +12.9% | +6.8% |
| 30D | +1.5% | -6.9% | +8.4% | +3.7% |
| 3M | -12.9% | +0.1% | -13.0% | -13.1% |
| 6M | -3.9% | -17.3% | +13.4% | +1.6% |
| YTD | -17.3% | -21.8% | +4.5% | -11.3% |
| 1Y | -5.0% | -32.5% | +27.5% | +6.0% |
| 3Y | +78.2% | -12.3% | +90.6% | +80.1% |
| 5Y | +120.6% | -36.6% | +157.2% | +140.2% |
| 10Y | +144.5% | +41.0% | +103.4% | +91.6% |
| All | +144.5% | +38.5% | +105.9% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling