+499.7%
FICO vs IBN
+367.6%
+132.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.8% |
| 7D | -0.9% | +15.1% | -16.0% | -5.5% |
| 30D | +3.3% | +21.6% | -18.3% | -3.1% |
| 3M | -31.7% | +11.2% | -42.9% | -34.2% |
| 6M | -34.0% | +27.8% | -61.7% | -39.3% |
| YTD | -58.3% | +14.7% | -73.0% | -60.4% |
| 1Y | -57.9% | +14.4% | -72.3% | -60.0% |
| 3Y | -24.1% | +52.1% | -76.2% | -35.5% |
| 5Y | +85.3% | +70.7% | +14.6% | +50.4% |
| All | +499.7% | +367.6% | +132.0% | +271.3% |
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