+115.5%
IBM vs FICO
+99.8%
+15.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +3.4% |
| 7D | -0.3% | -19.2% | +18.9% | +3.6% |
| 30D | +0.3% | -14.6% | +14.9% | +2.9% |
| 3M | -21.6% | -20.1% | -1.5% | -18.4% |
| 6M | -4.7% | -36.3% | +31.6% | +2.5% |
| YTD | -19.1% | -44.9% | +25.8% | -11.0% |
| 1Y | -2.5% | -38.6% | +36.1% | +4.9% |
| 3Y | +74.2% | +4.0% | +70.2% | +73.5% |
| All | +115.5% | +99.8% | +15.7% | +107.5% |
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 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