-24.1%
FICO vs IRM
+90.1%
-114.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -0.9% | -8.6% | +7.7% | +0.9% |
| 30D | +3.3% | -8.0% | +11.3% | +4.9% |
| 3M | -31.7% | -12.0% | -19.7% | -30.1% |
| 6M | -34.0% | -18.2% | -15.8% | -31.3% |
| YTD | -58.3% | +31.4% | -89.7% | -64.9% |
| 1Y | -57.9% | +9.2% | -67.1% | -61.5% |
| 3Y | -24.1% | +94.6% | -118.6% | -45.4% |
| All | -24.1% | +90.1% | -114.1% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling