+531.6%
FICO vs IT
+96.9%
+434.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | -0.1% | -18.8% | +18.7% | +10.4% |
| 30D | +8.4% | -0.1% | +8.5% | +7.2% |
| 3M | -30.5% | +2.9% | -33.4% | -32.5% |
| 6M | -35.7% | +20.4% | -56.1% | -43.7% |
| YTD | -57.2% | -24.3% | -32.9% | -52.7% |
| 1Y | -58.4% | -17.2% | -41.3% | -56.3% |
| 3Y | -24.8% | -52.4% | +27.6% | +2.4% |
| 5Y | +79.3% | -43.7% | +123.0% | +115.0% |
| 10Y | +531.6% | +90.3% | +441.4% | +230.2% |
| All | +531.6% | +96.9% | +434.7% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling