-38.6%
FICO vs IWD
+30.5%
-69.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.0% |
| 7D | -19.2% | -0.3% | -18.9% | -18.8% |
| 30D | -14.6% | +0.6% | -15.2% | -14.8% |
| 3M | -20.1% | +7.2% | -27.3% | -24.7% |
| 6M | -36.3% | +16.2% | -52.5% | -45.1% |
| YTD | -44.9% | +23.3% | -68.2% | -55.7% |
| 1Y | -38.6% | +29.6% | -68.2% | -53.4% |
| All | -38.6% | +30.5% | -69.1% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling