+541.4%
FICO vs IWD
+203.0%
+338.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.1% |
| 7D | +2.2% | +2.3% | -0.1% | -0.4% |
| 30D | +0.1% | +3.6% | -3.5% | -4.3% |
| 3M | -35.2% | +2.2% | -37.3% | -36.7% |
| 6M | -32.4% | +13.0% | -45.3% | -41.5% |
| YTD | -57.4% | +26.5% | -83.9% | -67.8% |
| 1Y | -58.5% | +30.1% | -88.7% | -69.7% |
| 3Y | -28.9% | +84.9% | -113.7% | -65.7% |
| 5Y | +91.7% | +73.4% | +18.4% | +0.3% |
| All | +541.4% | +203.0% | +338.4% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling