+531.6%
FICO vs IWD
+212.1%
+319.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +0.4% |
| 7D | -0.1% | +1.3% | -1.3% | -1.8% |
| 30D | +8.4% | +3.6% | +4.8% | +3.8% |
| 3M | -30.5% | +2.3% | -32.8% | -32.3% |
| 6M | -35.7% | +13.0% | -48.8% | -44.5% |
| YTD | -57.2% | +26.2% | -83.4% | -67.6% |
| 1Y | -58.4% | +30.5% | -88.9% | -69.7% |
| 3Y | -24.8% | +86.2% | -111.0% | -64.1% |
| 5Y | +79.3% | +72.9% | +6.4% | -5.9% |
| 10Y | +531.6% | +205.0% | +326.6% | +79.0% |
| All | +531.6% | +212.1% | +319.6% | +79.0% |
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