+78,251.7%
FICO vs IP
+345.0%
+77,906.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.7% |
| 7D | +0.4% | +3.4% | -3.0% | -0.8% |
| 30D | +1.7% | +11.2% | -9.6% | -2.1% |
| 3M | -33.0% | -14.8% | -18.3% | -29.6% |
| 6M | -33.9% | +17.3% | -51.2% | -38.4% |
| YTD | -58.5% | -6.2% | -52.4% | -58.7% |
| 1Y | -56.4% | +2.3% | -58.7% | -57.9% |
| 3Y | -24.7% | +17.7% | -42.3% | -33.7% |
| 5Y | +83.1% | -8.4% | +91.5% | +73.6% |
| 10Y | +517.2% | +32.1% | +485.1% | +392.6% |
| All | +78,251.7% | +345.0% | +77,906.8% | +39,774.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling