-38.6%
FICO vs IRM
+34.4%
-73.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.6% | -18.3% | -16.7% |
| 7D | -19.2% | -0.5% | -18.7% | -19.2% |
| 30D | -14.6% | -8.1% | -6.5% | -14.3% |
| 3M | -20.1% | -9.7% | -10.4% | -19.4% |
| 6M | -36.3% | +10.0% | -46.3% | -39.0% |
| YTD | -44.9% | +43.0% | -87.9% | -53.4% |
| 1Y | -38.6% | +32.7% | -71.3% | -45.4% |
| All | -38.6% | +34.4% | -73.0% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling