+541.4%
FICO vs IBN
+385.6%
+155.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.2% | +1.9% | +0.4% | +1.6% |
| 30D | +0.1% | +22.1% | -22.0% | -6.3% |
| 3M | -35.2% | +17.1% | -52.3% | -38.5% |
| 6M | -32.4% | +35.5% | -67.9% | -39.0% |
| YTD | -57.4% | +16.8% | -74.2% | -59.8% |
| 1Y | -58.5% | +12.4% | -70.9% | -60.4% |
| 3Y | -28.9% | +58.0% | -86.9% | -40.4% |
| 5Y | +91.7% | +73.7% | +18.0% | +54.6% |
| All | +541.4% | +385.6% | +155.8% | +298.6% |
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