+144.7%
IBM vs FICO
+82.5%
+62.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.1% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | +8.4% | +9.4% | -1.0% | +6.2% |
| 3M | +4.2% | -30.4% | +34.6% | +9.6% |
| 6M | +7.9% | -35.1% | +43.0% | +15.1% |
| YTD | -15.2% | -56.8% | +41.6% | -3.8% |
| 1Y | -18.7% | -58.4% | +39.7% | -7.3% |
| 3Y | +79.2% | -26.7% | +105.9% | +87.2% |
| 5Y | +144.7% | +88.0% | +56.7% | +129.1% |
| All | +144.7% | +82.5% | +62.2% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling