+72.4%
IBM vs EFX
-12.5%
+84.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | 0.0% |
| 7D | +0.3% | -7.8% | +8.1% | +3.3% |
| 30D | -1.5% | -5.7% | +4.2% | +0.5% |
| 3M | -16.8% | +2.5% | -19.3% | -17.7% |
| 6M | -9.0% | -16.7% | +7.6% | -3.9% |
| YTD | -20.1% | -20.2% | +0.1% | -14.7% |
| 1Y | -7.0% | -31.4% | +24.4% | +2.9% |
| 3Y | +72.4% | -10.5% | +82.9% | +78.0% |
| All | +72.4% | -12.5% | +84.9% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling