-54.8%
FICO vs IRE
-98.0%
+43.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -33.9% | +34.9% | -0.7% |
| 7D | -0.3% | -57.1% | +56.9% | -3.5% |
| 30D | +1.7% | -84.4% | +86.1% | -5.4% |
| 3M | -35.2% | -85.0% | +49.8% | -39.3% |
| 6M | -33.7% | -95.2% | +61.6% | -36.7% |
| YTD | -58.2% | -93.9% | +35.8% | -59.6% |
| 1Y | -56.6% | -98.8% | +42.3% | -56.5% |
| All | -54.8% | -98.0% | +43.2% | -55.8% |
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