+15,387.1%
INTU vs FICO
+30,367.7%
-14,980.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +4.5% |
| 7D | +8.7% | +0.4% | +8.3% | +8.5% |
| 30D | +25.9% | +1.7% | +24.2% | +24.5% |
| 3M | +10.7% | -33.0% | +43.8% | +22.0% |
| 6M | -11.6% | -33.9% | +22.3% | -2.6% |
| YTD | -45.4% | -58.5% | +13.1% | -31.1% |
| 1Y | -45.2% | -56.4% | +11.1% | -32.0% |
| 3Y | -26.5% | -24.7% | -1.9% | -26.1% |
| 5Y | -40.7% | +83.1% | -123.8% | -55.1% |
| 10Y | +267.2% | +517.2% | -250.0% | +98.9% |
| All | +15,387.1% | +30,367.7% | -14,980.6% | +3,648.9% |
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