+70.5%
ICE vs EFX
+4.8%
+65.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | +3.6% | -0.8% | +4.4% | +3.8% |
| 30D | +15.1% | +25.1% | -10.0% | +8.2% |
| 3M | +15.4% | +1.7% | +13.7% | +14.5% |
| 6M | +16.1% | +18.4% | -2.2% | +10.2% |
| YTD | +11.4% | -12.5% | +23.9% | +13.7% |
| 1Y | +18.5% | -8.1% | +26.5% | +19.6% |
| 3Y | +70.5% | +4.8% | +65.8% | +58.5% |
| All | +70.5% | +4.8% | +65.7% | +58.5% |
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 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