+86.1%
FICO vs IWD
+70.2%
+15.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +4.0% |
| 7D | -0.3% | -0.9% | +0.7% | +0.5% |
| 30D | +1.7% | +2.6% | -0.9% | -1.7% |
| 3M | -35.2% | +1.2% | -36.4% | -36.1% |
| 6M | -33.7% | +12.1% | -45.8% | -42.2% |
| YTD | -58.2% | +24.1% | -82.3% | -67.8% |
| 1Y | -56.6% | +28.5% | -85.1% | -67.9% |
| 3Y | -24.0% | +79.5% | -103.5% | -62.6% |
| 5Y | +86.1% | +70.3% | +15.8% | -2.9% |
| All | +86.1% | +70.2% | +15.8% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling