+79.3%
FICO vs IFF
-34.0%
+113.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.1% |
| 7D | -0.1% | -10.8% | +10.7% | +3.2% |
| 30D | +8.4% | -0.1% | +8.6% | +8.4% |
| 3M | -30.5% | -1.2% | -29.3% | -30.3% |
| 6M | -35.7% | +5.2% | -40.9% | -36.7% |
| YTD | -57.2% | +27.3% | -84.5% | -60.5% |
| 1Y | -58.4% | +39.2% | -97.6% | -62.7% |
| 3Y | -24.8% | +26.1% | -50.9% | -32.6% |
| 5Y | +79.3% | -37.0% | +116.3% | +102.4% |
| All | +79.3% | -34.0% | +113.2% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling