+14,280.4%
INTU vs FICO
+40,417.3%
-26,136.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -16.7% | +13.3% | +1.9% |
| 7D | -7.1% | -19.2% | +12.1% | -1.0% |
| 30D | +1.5% | -14.6% | +16.0% | +6.2% |
| 3M | +10.7% | -20.1% | +30.8% | +17.8% |
| 6M | -23.8% | -36.3% | +12.5% | -13.9% |
| YTD | -49.3% | -44.9% | -4.4% | -40.0% |
| 1Y | -49.7% | -38.6% | -11.0% | -43.0% |
| 3Y | -38.0% | +4.0% | -42.0% | -42.4% |
| 5Y | -38.7% | +99.5% | -138.3% | -53.9% |
| 10Y | +221.3% | +604.7% | -383.3% | +69.5% |
| All | +14,280.4% | +40,417.3% | -26,136.9% | +3,163.3% |
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