+46.9%
IR vs FICO
+88.0%
-41.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.1% | +4.0% | -2.9% | +0.4% |
| 30D | +7.6% | -1.5% | +9.1% | +7.4% |
| 3M | +0.1% | -29.8% | +29.9% | +4.6% |
| 6M | +14.0% | -33.3% | +47.2% | +18.8% |
| YTD | +7.5% | -56.9% | +64.4% | +22.8% |
| 1Y | +10.1% | -59.5% | +69.6% | +27.8% |
| 3Y | +24.9% | -26.9% | +51.7% | +17.7% |
| 5Y | +46.9% | +92.9% | -46.1% | +3.4% |
| All | +46.9% | +88.0% | -41.1% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling