+76.9%
FICO vs IT
-43.2%
+120.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +1.5% |
| 7D | -0.9% | -16.9% | +16.0% | +7.3% |
| 30D | +3.3% | +2.3% | +1.0% | +1.1% |
| 3M | -31.7% | +2.9% | -34.6% | -33.5% |
| 6M | -34.0% | +25.9% | -59.8% | -42.6% |
| YTD | -58.3% | -24.6% | -33.7% | -54.3% |
| 1Y | -57.9% | -16.0% | -41.9% | -56.2% |
| 3Y | -24.1% | -51.6% | +27.5% | +1.3% |
| All | +76.9% | -43.2% | +120.1% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling