+92.9%
FICO vs IBN
+74.4%
+18.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +4.0% | +11.1% | -7.2% | -0.1% |
| 30D | -1.5% | +23.9% | -25.4% | -9.2% |
| 3M | -29.8% | +16.3% | -46.1% | -33.8% |
| 6M | -33.3% | +34.2% | -67.5% | -40.6% |
| YTD | -56.9% | +17.6% | -74.4% | -59.7% |
| 1Y | -59.5% | +13.8% | -73.3% | -61.6% |
| 3Y | -26.9% | +57.0% | -83.9% | -42.2% |
| 5Y | +92.9% | +75.3% | +17.6% | +39.9% |
| All | +92.9% | +74.4% | +18.5% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling