+31,810.7%
FICO vs IT
+6,105.9%
+25,704.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.6% | -12.1% | -15.4% |
| 7D | -19.2% | -6.0% | -13.2% | -17.7% |
| 30D | -14.6% | 0.0% | -14.6% | -14.4% |
| 3M | -20.1% | +13.1% | -33.2% | -23.0% |
| 6M | -36.3% | +11.7% | -48.0% | -38.4% |
| YTD | -44.9% | -26.1% | -18.8% | -40.9% |
| 1Y | -38.6% | -21.3% | -17.4% | -35.6% |
| 3Y | +4.0% | -46.7% | +50.7% | +19.1% |
| 5Y | +99.5% | -40.5% | +140.0% | +121.8% |
| 10Y | +604.7% | +103.9% | +500.8% | +485.7% |
| All | +31,810.7% | +6,105.9% | +25,704.8% | +16,141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling