+502.1%
FICO vs IP
+25.2%
+476.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +2.3% |
| 7D | -0.3% | -5.0% | +4.7% | +1.4% |
| 30D | +1.7% | +6.5% | -4.8% | -0.7% |
| 3M | -35.2% | -18.0% | -17.2% | -30.9% |
| 6M | -33.7% | +10.3% | -44.0% | -37.1% |
| YTD | -58.2% | -9.9% | -48.3% | -57.8% |
| 1Y | -56.6% | -1.1% | -55.5% | -57.8% |
| 3Y | -24.0% | +13.0% | -37.0% | -34.0% |
| 5Y | +86.1% | -12.3% | +98.3% | +76.9% |
| All | +502.1% | +25.2% | +476.9% | +362.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling