+10.6%
IOT vs EFX
-7.5%
+18.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +2.6% |
| 7D | -0.5% | +9.2% | -9.7% | -6.1% |
| 30D | +1.0% | +34.8% | -33.8% | -18.1% |
| 3M | +10.9% | +8.8% | +2.1% | +3.7% |
| 6M | +39.9% | +12.3% | +27.6% | +27.4% |
| YTD | +20.8% | -10.6% | +31.4% | +27.1% |
| 1Y | +10.6% | -6.7% | +17.3% | +11.4% |
| All | +10.6% | -7.5% | +18.1% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling