+84.4%
FICO vs IVZ
+36.0%
+48.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.5% |
| 7D | +2.2% | +7.6% | -5.4% | -0.5% |
| 30D | +0.1% | +4.3% | -4.3% | -2.0% |
| 3M | -35.2% | -9.3% | -25.8% | -33.2% |
| 6M | -32.4% | +5.2% | -37.6% | -35.1% |
| YTD | -57.4% | +13.4% | -70.8% | -60.8% |
| 1Y | -58.5% | +25.4% | -83.9% | -63.5% |
| 3Y | -28.9% | +152.5% | -181.3% | -57.3% |
| All | +84.4% | +36.0% | +48.4% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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