+4.4%
FICO vs IBN
+32.1%
-27.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.5% |
| 7D | -19.2% | +1.4% | -20.6% | -19.4% |
| 30D | -14.6% | -0.3% | -14.3% | -14.5% |
| 3M | -20.1% | +17.1% | -37.2% | -23.0% |
| 6M | -36.3% | +3.4% | -39.7% | -36.9% |
| YTD | -44.9% | +2.5% | -47.4% | -45.3% |
| 1Y | -38.6% | -4.2% | -34.5% | -38.2% |
| All | +4.4% | +32.1% | -27.6% | -6.2% |
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