-28.0%
FICO vs IWF
+68.4%
-96.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.4% |
| 7D | +4.0% | -1.1% | +5.1% | +4.3% |
| 30D | -1.5% | -8.3% | +6.8% | +2.9% |
| 3M | -29.8% | -5.6% | -24.2% | -28.1% |
| 6M | -33.3% | -5.4% | -27.8% | -32.1% |
| YTD | -56.9% | -1.2% | -55.7% | -57.6% |
| 1Y | -59.5% | -2.6% | -56.8% | -59.7% |
| All | -28.0% | +68.4% | -96.4% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling