+539.5%
FICO vs IFF
-10.8%
+550.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +4.0% | -5.7% | +9.7% | +6.2% |
| 30D | -1.5% | -2.7% | +1.2% | -0.6% |
| 3M | -29.8% | -2.3% | -27.5% | -29.3% |
| 6M | -33.3% | +6.0% | -39.3% | -34.8% |
| YTD | -56.9% | +24.6% | -81.5% | -60.9% |
| 1Y | -59.5% | +29.4% | -88.8% | -63.9% |
| 3Y | -26.9% | +23.1% | -50.0% | -35.6% |
| 5Y | +92.9% | -37.2% | +130.1% | +118.1% |
| 10Y | +539.5% | -10.8% | +550.3% | +474.0% |
| All | +539.5% | -10.8% | +550.3% | +474.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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