+541.4%
FICO vs IRM
+520.0%
+21.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +2.2% | +6.8% | -4.6% | -0.2% |
| 30D | +0.1% | +2.6% | -2.5% | -1.6% |
| 3M | -35.2% | -9.5% | -25.7% | -33.6% |
| 6M | -32.4% | -8.5% | -23.9% | -31.6% |
| YTD | -57.4% | +40.3% | -97.7% | -64.7% |
| 1Y | -58.5% | +28.7% | -87.2% | -64.4% |
| 3Y | -28.9% | +111.8% | -140.7% | -51.7% |
| 5Y | +91.7% | +189.1% | -97.4% | +12.6% |
| All | +541.4% | +520.0% | +21.4% | +155.6% |
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