+101.7%
FICO vs IT
-40.5%
+142.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.6% | -12.1% | -14.4% |
| 7D | -19.2% | -6.0% | -13.2% | -16.4% |
| 30D | -14.6% | 0.0% | -14.6% | -14.3% |
| 3M | -20.1% | +13.1% | -33.2% | -25.4% |
| 6M | -36.3% | +11.7% | -48.0% | -40.4% |
| YTD | -44.9% | -26.1% | -18.8% | -38.0% |
| 1Y | -38.6% | -21.3% | -17.4% | -33.8% |
| 3Y | +4.0% | -46.7% | +50.7% | +31.9% |
| All | +101.7% | -40.5% | +142.2% | +125.8% |
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