+15.6%
IJH vs FICO
-39.2%
+54.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.6% |
| 7D | +1.0% | -15.4% | +16.5% | +1.4% |
| 30D | -3.1% | -10.4% | +7.3% | -2.9% |
| 3M | +1.9% | -22.7% | +24.6% | +2.3% |
| 6M | +11.0% | -36.8% | +47.8% | +12.6% |
| YTD | +14.7% | -44.8% | +59.5% | +17.1% |
| 1Y | +15.6% | -39.3% | +54.9% | +17.2% |
| All | +15.6% | -39.2% | +54.8% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling