-56.4%
FICO vs IP
+2.3%
-58.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | +0.4% | +3.4% | -3.0% | -0.3% |
| 30D | +1.7% | +11.2% | -9.6% | -0.6% |
| 3M | -33.0% | -14.8% | -18.3% | -31.0% |
| 6M | -33.9% | +17.3% | -51.2% | -37.0% |
| YTD | -58.5% | -6.2% | -52.4% | -57.9% |
| 1Y | -56.4% | +2.3% | -58.7% | -57.4% |
| All | -56.4% | +2.3% | -58.6% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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