+8,860.9%
FICO vs IRM
+9,056.8%
-195.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.1% | +12.0% | +4.5% |
| 7D | -0.3% | -10.9% | +10.6% | +3.2% |
| 30D | +1.7% | -9.4% | +11.2% | +4.4% |
| 3M | -35.2% | -16.4% | -18.8% | -32.0% |
| 6M | -33.7% | -18.7% | -14.9% | -30.4% |
| YTD | -58.2% | +30.1% | -88.3% | -63.0% |
| 1Y | -56.6% | +8.5% | -65.1% | -59.2% |
| 3Y | -24.0% | +88.0% | -112.0% | -41.3% |
| 5Y | +86.1% | +167.6% | -81.5% | +26.7% |
| 10Y | +522.8% | +458.9% | +63.9% | +221.3% |
| All | +8,860.9% | +9,056.8% | -195.9% | +3,179.3% |
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