-24.1%
FICO vs IBN
+51.2%
-75.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.3% |
| 7D | -0.9% | +15.1% | -16.0% | -4.1% |
| 30D | +3.3% | +21.6% | -18.3% | -1.1% |
| 3M | -31.7% | +11.2% | -42.9% | -33.5% |
| 6M | -34.0% | +27.8% | -61.7% | -37.6% |
| YTD | -58.3% | +14.7% | -73.0% | -59.8% |
| 1Y | -57.9% | +14.4% | -72.3% | -59.4% |
| 3Y | -24.1% | +52.1% | -76.2% | -30.7% |
| All | -24.1% | +51.2% | -75.3% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling