+5,808.8%
FICO vs IWD
+754.2%
+5,054.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -6.0% |
| 7D | +0.4% | +2.5% | -2.1% | -2.4% |
| 30D | +1.7% | +6.0% | -4.3% | -4.6% |
| 3M | -33.0% | +3.8% | -36.8% | -35.4% |
| 6M | -33.9% | +16.3% | -50.2% | -43.8% |
| YTD | -58.5% | +27.5% | -86.0% | -68.0% |
| 1Y | -56.4% | +32.8% | -89.2% | -67.8% |
| 3Y | -24.7% | +84.3% | -109.0% | -60.6% |
| 5Y | +83.1% | +75.7% | +7.4% | +1.9% |
| 10Y | +517.2% | +220.9% | +296.3% | +88.7% |
| All | +5,808.8% | +754.2% | +5,054.6% | +641.3% |
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