+8,952.7%
FICO vs IVZ
+897.2%
+8,055.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -2.4% | +1.5% | -0.4% |
| 30D | +3.3% | -11.2% | +14.6% | +7.0% |
| 3M | -31.7% | -14.0% | -17.7% | -28.6% |
| 6M | -34.0% | +0.5% | -34.4% | -35.3% |
| YTD | -58.3% | +5.4% | -63.8% | -60.1% |
| 1Y | -57.9% | +19.5% | -77.4% | -61.4% |
| 3Y | -24.1% | +128.7% | -152.8% | -45.8% |
| 5Y | +85.3% | +28.8% | +56.6% | +57.6% |
| 10Y | +520.3% | +52.3% | +468.0% | +351.9% |
| All | +8,952.7% | +897.2% | +8,055.5% | +3,656.5% |
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