+52.5%
IJH vs FICO
+3.2%
+49.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +1.0% | -15.4% | +16.5% | +2.8% |
| 30D | -3.1% | -10.4% | +7.3% | -2.2% |
| 3M | +1.9% | -22.7% | +24.6% | +4.1% |
| 6M | +11.0% | -36.8% | +47.8% | +16.5% |
| YTD | +14.7% | -44.8% | +59.5% | +23.2% |
| 1Y | +15.6% | -39.3% | +54.9% | +20.8% |
| 3Y | +52.5% | +3.7% | +48.8% | +37.1% |
| All | +52.5% | +3.2% | +49.3% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling