-57.9%
FICO vs IWF
-6.4%
-51.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.3% |
| 7D | -0.9% | -5.0% | +4.0% | -1.3% |
| 30D | +3.3% | -13.2% | +16.6% | +3.2% |
| 3M | -31.7% | -9.4% | -22.3% | -32.0% |
| 6M | -34.0% | -8.6% | -25.4% | -33.1% |
| YTD | -58.3% | -5.3% | -53.0% | -58.3% |
| 1Y | -57.9% | -5.0% | -52.9% | -58.0% |
| All | -57.9% | -6.4% | -51.5% | -58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling