+319.9%
IP vs EFX
+7,025.4%
-6,705.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | -5.0% | +8.1% | -13.0% | -7.7% |
| 30D | +6.5% | +36.0% | -29.5% | -5.3% |
| 3M | -18.0% | +9.6% | -27.6% | -21.4% |
| 6M | +10.3% | +14.7% | -4.4% | +3.3% |
| YTD | -9.9% | -9.9% | 0.0% | -8.6% |
| 1Y | -1.1% | -5.4% | +4.4% | -1.4% |
| 3Y | +13.0% | +9.3% | +3.7% | +2.9% |
| 5Y | -12.3% | -29.1% | +16.9% | -8.8% |
| 10Y | +26.8% | +72.5% | -45.6% | -11.6% |
| All | +319.9% | +7,025.4% | -6,705.5% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling