Intensity-Duration-Frequency curves are useful in water resources engineering for the planning and design of hydrological structures. As opposed to the common use of only extreme data to build IDF curves, here, we use all the non-zero rainfall intensities, thereby making efficient use of the available information. As a parametric model, we use the Extended Generalized Pareto Distribution (EGPD) for the non-zero intensities. We consider three commonly used approaches to build the IDF curves. The first approach is based on the scale-invariance property of rainfall, the second relies on the general IDF formulation of Koutsoyiannis et al. (1998) while the last approach is purely data-driven (Overeem et al., 2008). Using these three approaches, and some extensions around them, we build a total of 10 models for the IDF curves and then we compare them in a split-sampling cross-validation framework. We consider a total of 81 stations at 10 min resolution in Switzerland. The results reveal the model based on the data-driven approach as the best model. It is able to correctly model the observed intensities across duration while being reliable and robust. It is also able to reproduce the space and time variability of extreme rainfall across Switzerland.