+8,824.8%
FICO vs IRM
+9,145.3%
-320.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -0.9% | -8.6% | +7.7% | +1.6% |
| 30D | +3.3% | -8.0% | +11.3% | +5.5% |
| 3M | -31.7% | -12.0% | -19.7% | -29.6% |
| 6M | -34.0% | -18.2% | -15.8% | -30.9% |
| YTD | -58.3% | +31.4% | -89.7% | -63.2% |
| 1Y | -57.9% | +9.2% | -67.1% | -60.6% |
| 3Y | -24.1% | +94.6% | -118.6% | -42.1% |
| 5Y | +85.3% | +170.2% | -84.9% | +25.8% |
| 10Y | +520.3% | +464.3% | +56.0% | +219.0% |
| All | +8,824.8% | +9,145.3% | -320.5% | +3,155.8% |
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