+26.8%
IP vs EFX
+63.8%
-37.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | -3.0% | -2.2% | -0.9% | -2.4% |
| 30D | +10.6% | +29.2% | -18.6% | +1.4% |
| 3M | -13.6% | +3.5% | -17.0% | -15.1% |
| 6M | +10.4% | +7.8% | +2.6% | +6.4% |
| YTD | -6.5% | -12.4% | +5.9% | -4.3% |
| 1Y | -2.1% | -8.2% | +6.1% | -1.3% |
| 3Y | +22.0% | +4.7% | +17.3% | +13.5% |
| 5Y | -9.7% | -32.0% | +22.3% | -5.3% |
| 10Y | +26.8% | +69.1% | -42.2% | -4.4% |
| All | +26.8% | +63.8% | -37.0% | -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