+11,878.5%
FICO vs IVZ
+1,117.8%
+10,760.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.1% | -17.8% | -17.0% |
| 7D | -19.2% | +0.6% | -19.8% | -19.4% |
| 30D | -14.6% | +4.0% | -18.6% | -15.7% |
| 3M | -20.1% | +18.2% | -38.3% | -25.3% |
| 6M | -36.3% | +32.8% | -69.1% | -43.1% |
| YTD | -44.9% | +28.7% | -73.6% | -50.3% |
| 1Y | -38.6% | +55.4% | -94.0% | -48.2% |
| 3Y | +4.0% | +135.2% | -131.2% | -26.2% |
| 5Y | +99.5% | +64.2% | +35.3% | +56.6% |
| 10Y | +604.7% | +64.6% | +540.1% | +401.9% |
| All | +11,878.5% | +1,117.8% | +10,760.7% | +4,574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling