-55.0%
FICO vs IRE
-97.2%
+42.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +39.6% | -40.0% | +1.4% |
| 7D | -0.9% | -27.2% | +26.2% | -1.6% |
| 30D | +3.3% | -75.1% | +78.5% | -1.5% |
| 3M | -31.7% | -77.9% | +46.1% | -34.7% |
| 6M | -34.0% | -94.6% | +60.6% | -36.1% |
| YTD | -58.3% | -91.5% | +33.2% | -59.0% |
| 1Y | -57.9% | -97.8% | +39.9% | -57.4% |
| All | -55.0% | -97.2% | +42.2% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling