+81.9%
IBM vs FICO
-24.0%
+105.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | -4.3% | -0.3% | -4.1% | -4.3% |
| 30D | +11.7% | +1.7% | +10.0% | +10.6% |
| 3M | +5.5% | -35.2% | +40.7% | +14.0% |
| 6M | +9.5% | -33.7% | +43.1% | +17.7% |
| YTD | -14.9% | -58.2% | +43.3% | +0.3% |
| 1Y | -17.4% | -56.6% | +39.2% | -3.4% |
| All | +81.9% | -24.0% | +105.9% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 3y: compounded portfolio wealth divided by compounded FICO 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…
3y analysis · Full analysis span regression · 6 months rolling