+15.9%
IP vs EFX
+79.2%
-63.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -0.9% | -3.6% | +2.8% | +0.3% |
| 30D | +6.7% | +25.3% | -18.6% | -1.2% |
| 3M | -16.6% | +3.8% | -20.4% | -18.1% |
| 6M | +6.0% | +12.7% | -6.7% | +0.7% |
| YTD | -10.7% | -13.1% | +2.5% | -8.3% |
| 1Y | -6.7% | -9.3% | +2.7% | -5.6% |
| 3Y | +17.1% | +3.5% | +13.6% | +9.3% |
| 5Y | -14.6% | -30.6% | +16.1% | -11.0% |
| All | +15.9% | +79.2% | -63.3% | -14.0% |
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 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