+7,757.8%
FICO vs IWD
+726.5%
+7,031.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.8% |
| 6M | -36.3% | +16.2% | -52.5% | -45.8% |
| YTD | -44.9% | +23.3% | -68.2% | -56.0% |
| 1Y | -38.6% | +29.6% | -68.2% | -53.5% |
| 3Y | +4.0% | +70.5% | -66.5% | -40.9% |
| 5Y | +99.5% | +73.5% | +26.1% | +12.5% |
| 10Y | +604.7% | +198.3% | +406.4% | +132.4% |
| All | +7,757.8% | +726.5% | +7,031.3% | +920.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling