+101.7%
FICO vs IRM
+189.3%
-87.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.6% | -18.3% | -17.3% |
| 7D | -19.2% | -0.5% | -18.7% | -19.1% |
| 30D | -14.6% | -8.1% | -6.5% | -12.0% |
| 3M | -20.1% | -9.7% | -10.4% | -17.7% |
| 6M | -36.3% | +10.0% | -46.3% | -40.6% |
| YTD | -44.9% | +43.0% | -87.9% | -55.2% |
| 1Y | -38.6% | +32.7% | -71.3% | -48.4% |
| 3Y | +4.0% | +102.7% | -98.7% | -32.9% |
| All | +101.7% | +189.3% | -87.7% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling