+665.4%
FICO vs IFF
-21.7%
+687.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.9% | +5.9% |
| 7D | -10.6% | -3.0% | -7.5% | -9.6% |
| 30D | -6.3% | -0.9% | -5.4% | -6.1% |
| 3M | -19.7% | +11.8% | -31.6% | -23.0% |
| 6M | -31.8% | +16.5% | -48.3% | -36.2% |
| YTD | -41.8% | +26.5% | -68.4% | -47.5% |
| 1Y | -36.4% | +32.7% | -69.1% | -43.9% |
| 3Y | +9.3% | +32.0% | -22.7% | -6.6% |
| 5Y | +113.0% | -36.1% | +149.1% | +138.6% |
| 10Y | +665.4% | -20.1% | +685.5% | +604.0% |
| All | +665.4% | -21.7% | +687.1% | +604.0% |
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