+213.7%
ICE vs EFX
+42.6%
+171.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -2.4% | -4.5% | +2.2% | -0.9% |
| 30D | +4.0% | -6.1% | +10.1% | +6.0% |
| 3M | +13.7% | +6.2% | +7.5% | +11.0% |
| 6M | +0.9% | -11.2% | +12.2% | +3.7% |
| YTD | -2.1% | -21.4% | +19.3% | +4.2% |
| 1Y | -9.5% | -34.3% | +24.8% | +1.7% |
| 3Y | +42.1% | -12.5% | +54.6% | +40.7% |
| 5Y | +41.4% | -35.6% | +76.9% | +50.9% |
| All | +213.7% | +42.6% | +171.1% | +152.5% |
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