-58.8%
FICO vs IRM
+10.0%
-68.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.3% | +3.2% |
| 7D | -0.1% | -3.8% | +3.7% | -0.5% |
| 30D | +8.4% | -3.2% | +11.6% | +8.2% |
| 3M | -30.5% | -7.8% | -22.7% | -30.9% |
| 6M | -35.7% | -12.7% | -23.0% | -35.9% |
| YTD | -57.2% | +36.7% | -93.9% | -61.5% |
| All | -58.8% | +10.0% | -68.8% | -60.7% |
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 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