+101.7%
FICO vs IFF
-34.7%
+136.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | -15.4% | -0.2% | -15.3% | -15.4% |
| 30D | -10.4% | -0.3% | -10.1% | -10.3% |
| 3M | -22.7% | +18.6% | -41.3% | -26.3% |
| 6M | -36.8% | +17.4% | -54.1% | -40.1% |
| YTD | -44.8% | +28.5% | -73.3% | -49.3% |
| 1Y | -39.3% | +32.5% | -71.8% | -44.9% |
| 3Y | +3.7% | +34.1% | -30.3% | -9.1% |
| 5Y | +101.7% | -35.2% | +136.9% | +122.8% |
| All | +101.7% | -34.7% | +136.4% | +122.8% |
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