+55.4%
IOT vs EFX
-39.1%
+94.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.6% |
| 7D | -4.5% | -4.5% | 0.0% | -1.2% |
| 30D | -2.4% | -6.1% | +3.6% | +1.5% |
| 3M | +19.0% | +6.2% | +12.8% | +13.0% |
| 6M | +19.6% | -11.2% | +30.9% | +28.9% |
| YTD | +8.3% | -21.4% | +29.7% | +27.3% |
| 1Y | -0.8% | -34.3% | +33.5% | +32.5% |
| 3Y | +24.4% | -12.5% | +36.9% | +18.5% |
| All | +55.4% | -39.1% | +94.5% | +151.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling