-54.2%
FICO vs IRE
-97.8%
+43.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.5% | +11.9% | -2.2% |
| 7D | +1.4% | +11.1% | -9.7% | +2.3% |
| 30D | -0.8% | -75.2% | +74.4% | -5.4% |
| 3M | -31.3% | -86.4% | +55.1% | -35.8% |
| 6M | -33.9% | -94.8% | +60.9% | -36.5% |
| YTD | -57.6% | -93.3% | +35.7% | -58.6% |
| 1Y | -59.7% | -97.5% | +37.8% | -60.0% |
| All | -54.2% | -97.8% | +43.6% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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