-59.5%
FICO vs IT
-15.3%
-44.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.2% |
| 7D | +4.0% | -6.8% | +10.8% | +7.3% |
| 30D | -1.5% | -0.6% | -0.9% | -2.7% |
| 3M | -29.8% | +3.1% | -32.9% | -31.8% |
| 6M | -33.3% | +25.5% | -58.7% | -41.6% |
| YTD | -56.9% | -23.5% | -33.4% | -54.9% |
| 1Y | -59.5% | -16.6% | -42.8% | -58.9% |
| All | -59.5% | -15.3% | -44.2% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling