+602.8%
FICO vs IWF
+409.9%
+192.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | -15.4% | +1.5% | -16.9% | -16.7% |
| 30D | -10.4% | -1.3% | -9.1% | -9.2% |
| 3M | -22.7% | +0.1% | -22.8% | -24.4% |
| 6M | -36.8% | +10.3% | -47.0% | -44.5% |
| YTD | -44.8% | +4.2% | -48.9% | -48.4% |
| 1Y | -39.3% | +9.3% | -48.6% | -46.7% |
| 3Y | +3.7% | +79.3% | -75.6% | -49.7% |
| 5Y | +101.7% | +73.8% | +28.0% | -0.1% |
| 10Y | +602.8% | +410.9% | +191.9% | -12.9% |
| All | +602.8% | +409.9% | +192.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling