-56.4%
FICO vs IBN
+4.2%
-60.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.8% | -7.0% | -4.1% |
| 7D | +0.4% | +8.9% | -8.5% | -1.7% |
| 30D | +1.7% | +12.6% | -11.0% | -0.9% |
| 3M | -33.0% | +3.1% | -36.1% | -34.0% |
| 6M | -33.9% | +20.6% | -54.5% | -36.7% |
| YTD | -58.5% | +5.8% | -64.3% | -59.2% |
| 1Y | -56.4% | +3.7% | -60.0% | -56.7% |
| All | -56.4% | +4.2% | -60.6% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling