+24,016.3%
FICO vs IT
+6,228.4%
+17,787.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.7% |
| 7D | -0.9% | -16.9% | +16.0% | +3.7% |
| 30D | +3.3% | +2.3% | +1.0% | +2.3% |
| 3M | -31.7% | +2.9% | -34.6% | -32.5% |
| 6M | -34.0% | +25.9% | -59.8% | -38.5% |
| YTD | -58.3% | -24.6% | -33.7% | -55.9% |
| 1Y | -57.9% | -16.0% | -41.9% | -56.7% |
| 3Y | -24.1% | -51.6% | +27.5% | -11.3% |
| 5Y | +85.3% | -42.6% | +128.0% | +106.7% |
| 10Y | +520.3% | +103.6% | +416.7% | +412.4% |
| All | +24,016.3% | +6,228.4% | +17,787.9% | +12,037.6% |
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 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