+40.9%
ICE vs EFX
-30.1%
+71.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.1% |
| 7D | +3.6% | -0.8% | +4.4% | +3.9% |
| 30D | +15.1% | +25.1% | -10.0% | +7.1% |
| 3M | +15.4% | +1.7% | +13.7% | +14.3% |
| 6M | +16.1% | +18.4% | -2.2% | +9.1% |
| YTD | +11.4% | -12.5% | +23.9% | +14.3% |
| 1Y | +18.5% | -8.1% | +26.5% | +19.7% |
| 3Y | +70.5% | +4.8% | +65.8% | +56.5% |
| All | +40.9% | -30.1% | +71.1% | +48.0% |
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 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