+4.4%
FICO vs IWD
+70.7%
-66.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.9% |
| 3M | -20.1% | +7.2% | -27.3% | -25.7% |
| 6M | -36.3% | +16.2% | -52.5% | -45.8% |
| YTD | -44.9% | +23.3% | -68.2% | -56.1% |
| 1Y | -38.6% | +29.6% | -68.2% | -53.6% |
| All | +4.4% | +70.7% | -66.2% | -36.4% |
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 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