+11,709.3%
FICO vs IRM
+9,964.6%
+1,744.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.6% | -18.3% | -17.2% |
| 7D | -19.2% | -0.5% | -18.7% | -19.2% |
| 30D | -14.6% | -8.1% | -6.5% | -12.4% |
| 3M | -20.1% | -9.7% | -10.4% | -18.2% |
| 6M | -36.3% | +10.0% | -46.3% | -39.4% |
| YTD | -44.9% | +43.0% | -87.9% | -52.3% |
| 1Y | -38.6% | +32.7% | -71.3% | -45.6% |
| 3Y | +4.0% | +102.7% | -98.7% | -21.1% |
| 5Y | +99.5% | +187.6% | -88.0% | +33.6% |
| 10Y | +604.7% | +420.1% | +184.6% | +273.8% |
| All | +11,709.3% | +9,964.6% | +1,744.7% | +4,124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling