+2,316.3%
ICE vs EFX
+495.4%
+1,820.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.3% | +1.4% |
| 7D | -0.7% | -8.6% | +8.0% | +4.2% |
| 30D | +7.6% | +0.1% | +7.5% | +7.2% |
| 3M | +13.9% | +3.8% | +10.1% | +10.4% |
| 6M | -2.4% | -13.5% | +11.2% | +3.4% |
| YTD | +0.3% | -17.7% | +17.9% | +8.2% |
| 1Y | -6.4% | -25.6% | +19.2% | +6.1% |
| 3Y | +43.1% | -12.1% | +55.2% | +37.0% |
| 5Y | +42.1% | -33.8% | +75.9% | +53.7% |
| 10Y | +220.9% | +45.1% | +175.8% | +73.1% |
| All | +2,316.3% | +495.4% | +1,820.8% | +230.6% |
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