+2,562.9%
IBM vs EFX
+6,815.2%
-4,252.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +1.6% | -0.8% | +2.3% | +1.8% |
| 30D | +9.2% | +25.1% | -15.9% | +2.0% |
| 3M | +4.9% | +1.7% | +3.3% | +3.8% |
| 6M | +16.8% | +18.4% | -1.6% | +10.8% |
| YTD | -14.3% | -12.5% | -1.8% | -11.6% |
| 1Y | -16.7% | -8.1% | -8.6% | -15.4% |
| 3Y | +82.2% | +4.8% | +77.4% | +74.9% |
| 5Y | +149.9% | -30.1% | +180.1% | +160.7% |
| 10Y | +142.6% | +81.5% | +61.1% | +87.2% |
| All | +2,562.9% | +6,815.2% | -4,252.3% | +913.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling