+541.4%
FICO vs IT
+90.0%
+451.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | +2.2% | +1.1% | +1.1% | +1.6% |
| 30D | +0.1% | -1.8% | +1.9% | -0.2% |
| 3M | -35.2% | +4.8% | -40.0% | -37.6% |
| 6M | -32.4% | +33.0% | -65.4% | -43.8% |
| YTD | -57.4% | -23.8% | -33.6% | -53.1% |
| 1Y | -58.5% | -16.5% | -42.0% | -56.6% |
| 3Y | -28.9% | -53.6% | +24.8% | -1.6% |
| 5Y | +91.7% | -42.1% | +133.8% | +126.2% |
| All | +541.4% | +90.0% | +451.4% | +239.6% |
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