-13.6%
IP vs EFX
-30.1%
+16.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +7.9% | +25.1% | -17.2% | +0.6% |
| 3M | -15.3% | +1.7% | -17.0% | -16.2% |
| 6M | +10.5% | +18.4% | -7.9% | +3.9% |
| YTD | -9.4% | -12.5% | +3.1% | -7.4% |
| 1Y | -4.6% | -8.1% | +3.5% | -3.9% |
| 3Y | +21.2% | +4.8% | +16.5% | +12.9% |
| All | -13.6% | -30.1% | +16.5% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling