+531.6%
FICO vs IRM
+480.4%
+51.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.3% | +1.2% |
| 7D | -0.1% | -3.8% | +3.7% | +0.9% |
| 30D | +8.4% | -3.2% | +11.6% | +9.0% |
| 3M | -30.5% | -7.8% | -22.7% | -29.3% |
| 6M | -35.7% | -12.7% | -23.0% | -33.8% |
| YTD | -57.2% | +36.7% | -93.9% | -64.1% |
| 1Y | -58.4% | +10.0% | -68.5% | -61.8% |
| 3Y | -24.8% | +107.2% | -132.1% | -48.5% |
| 5Y | +79.3% | +181.6% | -102.3% | +6.4% |
| 10Y | +531.6% | +481.1% | +50.5% | +157.8% |
| All | +531.6% | +480.4% | +51.2% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling