+531.6%
FICO vs IBN
+368.7%
+163.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.1% | +2.2% |
| 7D | -0.1% | +14.6% | -14.7% | -4.6% |
| 30D | +8.4% | +23.5% | -15.1% | +1.1% |
| 3M | -30.5% | +14.0% | -44.5% | -33.5% |
| 6M | -35.7% | +31.1% | -66.9% | -41.4% |
| YTD | -57.2% | +16.6% | -73.8% | -59.6% |
| 1Y | -58.4% | +14.9% | -73.3% | -60.5% |
| 3Y | -24.8% | +56.9% | -81.7% | -36.8% |
| 5Y | +79.3% | +69.7% | +9.6% | +45.6% |
| 10Y | +531.6% | +365.4% | +166.3% | +289.0% |
| All | +531.6% | +368.7% | +163.0% | +289.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling