+541.1%
FICO vs IRM
+505.0%
+36.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +0.9% | -5.1% | +5.9% | +2.4% |
| 30D | +9.4% | -3.3% | +12.7% | +10.0% |
| 3M | -30.4% | -8.2% | -22.2% | -29.1% |
| 6M | -35.1% | -12.8% | -22.4% | -33.2% |
| YTD | -56.8% | +36.6% | -93.4% | -63.8% |
| 1Y | -58.4% | +11.9% | -70.3% | -62.1% |
| 3Y | -26.7% | +105.1% | -131.8% | -49.6% |
| 5Y | +88.0% | +182.4% | -94.4% | +11.4% |
| All | +541.1% | +505.0% | +36.1% | +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