+356.7%
IP vs EFX
+6,408.3%
-6,051.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.4% | +8.6% | +4.6% |
| 7D | -5.3% | -8.6% | +3.4% | -2.2% |
| 30D | -10.9% | +0.1% | -11.0% | -11.1% |
| 3M | +11.2% | +3.8% | +7.3% | +8.7% |
| 6M | -10.2% | -13.5% | +3.3% | -6.3% |
| YTD | -2.0% | -17.7% | +15.7% | +3.3% |
| 1Y | -19.1% | -25.6% | +6.5% | -11.6% |
| 3Y | +20.9% | -12.1% | +32.9% | +19.5% |
| 5Y | -17.8% | -33.8% | +16.0% | -12.2% |
| 10Y | +23.5% | +45.1% | -21.6% | -7.7% |
| All | +356.7% | +6,408.3% | -6,051.6% | +23.9% |
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