+40.0%
ICE vs EFX
-37.1%
+77.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.3% | -11.1% | +5.8% | -1.8% |
| 30D | +3.0% | -7.4% | +10.4% | +5.4% |
| 3M | +11.4% | +1.5% | +10.0% | +10.4% |
| 6M | -2.0% | -13.7% | +11.6% | +1.6% |
| YTD | -3.1% | -21.9% | +18.7% | +3.3% |
| 1Y | -8.4% | -30.8% | +22.4% | +1.2% |
| 3Y | +40.7% | -12.4% | +53.1% | +37.6% |
| 5Y | +40.0% | -35.9% | +75.9% | +52.4% |
| All | +40.0% | -37.1% | +77.1% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling