+539.5%
FICO vs IRM
+514.0%
+25.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.8% |
| 7D | +4.0% | -5.3% | +9.2% | +5.6% |
| 30D | -1.5% | -2.3% | +0.8% | -1.4% |
| 3M | -29.8% | -7.4% | -22.4% | -28.7% |
| 6M | -33.3% | -12.2% | -21.0% | -31.4% |
| YTD | -56.9% | +38.6% | -95.5% | -64.1% |
| 1Y | -59.5% | +14.9% | -74.3% | -63.4% |
| 3Y | -26.9% | +108.2% | -135.0% | -50.0% |
| 5Y | +92.9% | +183.8% | -90.9% | +14.1% |
| 10Y | +539.5% | +512.6% | +26.9% | +155.7% |
| All | +539.5% | +514.0% | +25.5% | +155.7% |
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