+545.7%
FICO vs IBN
+364.2%
+181.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.5% |
| 7D | +0.9% | +15.8% | -14.9% | -4.0% |
| 30D | +9.4% | +25.1% | -15.6% | +1.7% |
| 3M | -30.4% | +16.0% | -46.4% | -33.8% |
| 6M | -35.1% | +32.8% | -67.9% | -41.1% |
| YTD | -56.8% | +18.0% | -74.8% | -59.4% |
| 1Y | -58.4% | +15.9% | -74.3% | -60.6% |
| 3Y | -26.7% | +57.6% | -84.3% | -38.5% |
| 5Y | +88.0% | +74.7% | +13.3% | +51.3% |
| 10Y | +545.7% | +373.9% | +171.8% | +296.9% |
| All | +545.7% | +364.2% | +181.6% | +296.9% |
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