-12.4%
IP vs EFX
-31.2%
+18.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.5% |
| 7D | -5.1% | +2.7% | -7.8% | -5.8% |
| 30D | +8.5% | +33.1% | -24.6% | -0.6% |
| 3M | -13.8% | +8.2% | -22.0% | -16.3% |
| 6M | +5.7% | +10.2% | -4.4% | +1.6% |
| YTD | -9.1% | -11.8% | +2.7% | -7.3% |
| 1Y | -0.8% | -6.1% | +5.3% | -0.7% |
| 3Y | +14.8% | +7.5% | +7.3% | +6.1% |
| All | -12.4% | -31.2% | +18.9% | -15.3% |
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