+539.5%
FICO vs IWF
+392.3%
+147.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -2.5% |
| 7D | +4.0% | -1.1% | +5.1% | +4.5% |
| 30D | -1.5% | -8.3% | +6.8% | +6.2% |
| 3M | -29.8% | -5.6% | -24.2% | -26.8% |
| 6M | -33.3% | -5.4% | -27.8% | -31.9% |
| YTD | -56.9% | -1.2% | -55.7% | -58.2% |
| 1Y | -59.5% | -2.6% | -56.8% | -60.1% |
| 3Y | -26.9% | +67.8% | -94.6% | -62.5% |
| 5Y | +92.9% | +60.1% | +32.8% | +3.2% |
| 10Y | +539.5% | +392.2% | +147.3% | -20.6% |
| All | +539.5% | +392.3% | +147.2% | -20.6% |
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