+243.1%
INTU vs FICO
+512.2%
-269.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.6% |
| 7D | +0.1% | -0.9% | +1.1% | +0.5% |
| 30D | +15.4% | +3.3% | +12.1% | +12.7% |
| 3M | +6.6% | -31.7% | +38.3% | +21.3% |
| 6M | -11.3% | -34.0% | +22.7% | +1.4% |
| YTD | -47.7% | -58.3% | +10.6% | -26.7% |
| 1Y | -47.0% | -57.9% | +10.9% | -26.3% |
| 3Y | -29.9% | -24.1% | -5.9% | -35.0% |
| 5Y | -42.2% | +85.3% | -127.5% | -68.7% |
| All | +243.1% | +512.2% | -269.1% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling