+26.5%
IP vs EFX
+66.3%
-39.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.6% |
| 7D | -5.1% | +2.7% | -7.8% | -5.9% |
| 30D | +8.5% | +33.1% | -24.6% | -1.4% |
| 3M | -13.8% | +8.2% | -22.0% | -16.5% |
| 6M | +5.7% | +10.2% | -4.4% | +1.2% |
| YTD | -9.1% | -11.8% | +2.7% | -7.2% |
| 1Y | -0.8% | -6.1% | +5.3% | -0.8% |
| 3Y | +14.8% | +7.5% | +7.3% | +5.9% |
| 5Y | -11.5% | -30.7% | +19.2% | -7.9% |
| All | +26.5% | +66.3% | -39.8% | -4.4% |
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 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