+33.6%
IJH vs FICO
+81.4%
-47.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.7% | -0.9% | -0.7% | -1.5% |
| 30D | -0.9% | +3.3% | -4.2% | -1.9% |
| 3M | -5.8% | -31.7% | +26.0% | -1.3% |
| 6M | -2.8% | -34.0% | +31.1% | +1.0% |
| YTD | +10.1% | -58.3% | +68.4% | +25.6% |
| 1Y | +13.8% | -57.9% | +71.8% | +29.4% |
| 3Y | +53.2% | -24.1% | +77.3% | +39.9% |
| All | +33.6% | +81.4% | -47.9% | -8.4% |
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