-58.5%
FICO vs IFF
+27.0%
-85.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +2.2% | -1.8% | +4.0% | +2.7% |
| 30D | +0.1% | -9.4% | +9.5% | +2.6% |
| 3M | -35.2% | -3.0% | -32.2% | -34.6% |
| 6M | -32.4% | +5.8% | -38.2% | -32.9% |
| YTD | -57.4% | +22.4% | -79.8% | -59.4% |
| 1Y | -58.5% | +23.0% | -81.6% | -60.2% |
| All | -58.5% | +27.0% | -85.6% | -60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling