-2.8%
IP vs EFX
-8.7%
+5.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | 0.0% | +0.3% | -0.2% | -0.1% |
| 30D | +9.4% | +29.1% | -19.7% | +1.1% |
| 3M | -14.1% | +4.3% | -18.3% | -15.6% |
| 6M | +9.2% | +7.7% | +1.4% | +5.6% |
| YTD | -7.5% | -12.5% | +4.9% | -3.6% |
| 1Y | -2.8% | -8.8% | +6.0% | -3.5% |
| All | -2.8% | -8.7% | +5.9% | -3.5% |
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