-24.1%
FICO vs IWD
+78.7%
-102.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -0.9% | -0.5% | -0.5% | -0.8% |
| 30D | +3.3% | +2.7% | +0.7% | 0.0% |
| 3M | -31.7% | +0.9% | -32.6% | -32.4% |
| 6M | -34.0% | +10.5% | -44.5% | -40.9% |
| YTD | -58.3% | +23.7% | -82.0% | -67.1% |
| 1Y | -57.9% | +28.7% | -86.7% | -68.2% |
| 3Y | -24.1% | +79.7% | -103.8% | -54.8% |
| All | -24.1% | +78.7% | -102.8% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling