+1,056.8%
IJH vs FICO
+5,883.2%
-4,826.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.4% | +2.3% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +1.3% | +8.4% | -7.1% | -2.0% |
| 3M | -4.1% | -30.5% | +26.4% | +3.3% |
| 6M | +1.1% | -35.7% | +36.8% | +9.5% |
| YTD | +13.6% | -57.2% | +70.8% | +37.2% |
| 1Y | +16.0% | -58.4% | +74.5% | +41.3% |
| 3Y | +60.9% | -24.8% | +85.7% | +51.4% |
| 5Y | +37.9% | +79.3% | -41.3% | -8.1% |
| 10Y | +180.1% | +531.6% | -351.5% | +16.4% |
| All | +1,056.8% | +5,883.2% | -4,826.5% | +102.8% |
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