+325.3%
IR vs FICO
+422.0%
-96.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +3.7% | -0.9% | +4.6% | +3.9% |
| 30D | +7.4% | +3.3% | +4.1% | +5.6% |
| 3M | -5.9% | -31.7% | +25.8% | +0.7% |
| 6M | +5.6% | -34.0% | +39.5% | +12.0% |
| YTD | +4.8% | -58.3% | +63.2% | +25.9% |
| 1Y | +6.9% | -57.9% | +64.9% | +28.0% |
| 3Y | +27.6% | -24.1% | +51.6% | +17.4% |
| 5Y | +45.8% | +85.3% | -39.5% | -7.7% |
| All | +325.3% | +422.0% | -96.8% | +52.2% |
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