+183.1%
IJH vs FICO
+647.8%
-464.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -2.6% |
| 7D | -0.7% | -10.6% | +9.8% | +1.9% |
| 30D | -3.8% | -6.3% | +2.5% | -2.9% |
| 3M | 0.0% | -19.7% | +19.8% | +4.3% |
| 6M | +8.8% | -31.8% | +40.5% | +17.3% |
| YTD | +13.5% | -41.8% | +55.4% | +28.4% |
| 1Y | +15.4% | -36.4% | +51.8% | +24.6% |
| 3Y | +50.9% | +9.3% | +41.6% | +24.9% |
| 5Y | +47.8% | +113.0% | -65.2% | -11.0% |
| 10Y | +183.1% | +665.4% | -482.4% | -8.5% |
| All | +183.1% | +647.8% | -464.8% | -8.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling