-40.5%
FICO vs IRE
-84.4%
+44.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +14.0% | -30.7% | -16.0% |
| 7D | -19.2% | +54.8% | -74.0% | -17.4% |
| 30D | -14.6% | +18.4% | -33.0% | -13.3% |
| 3M | -20.1% | -66.7% | +46.6% | -17.8% |
| 6M | -36.3% | -52.3% | +16.0% | -33.4% |
| YTD | -44.9% | -52.3% | +7.5% | -42.3% |
| All | -40.5% | -84.4% | +44.0% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling