-26.7%
FICO vs IBN
+57.6%
-84.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.7% |
| 7D | +0.9% | +15.8% | -14.9% | -2.4% |
| 30D | +9.4% | +25.1% | -15.6% | +4.2% |
| 3M | -30.4% | +16.0% | -46.4% | -32.8% |
| 6M | -35.1% | +32.8% | -67.9% | -39.2% |
| YTD | -56.8% | +18.0% | -74.8% | -58.5% |
| 1Y | -58.4% | +15.9% | -74.3% | -59.9% |
| 3Y | -26.7% | +57.6% | -84.3% | -33.9% |
| All | -26.7% | +57.6% | -84.3% | -33.9% |
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 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