+2,621.5%
IBM vs FICO
+78,251.7%
-75,630.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +14.8% | +1.7% | +13.1% | +14.1% |
| 3M | +8.9% | -33.0% | +42.0% | +13.7% |
| 6M | +12.4% | -33.9% | +46.3% | +17.5% |
| YTD | -12.4% | -58.5% | +46.1% | -2.8% |
| 1Y | -13.3% | -56.4% | +43.1% | -4.5% |
| 3Y | +88.6% | -24.7% | +113.3% | +90.0% |
| 5Y | +154.8% | +83.1% | +71.7% | +123.6% |
| 10Y | +164.7% | +517.2% | -352.5% | +97.4% |
| All | +2,621.5% | +78,251.7% | -75,630.2% | +1,435.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling