-24.1%
FICO vs IWF
+65.2%
-89.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.1% |
| 7D | -0.9% | -5.0% | +4.0% | +1.5% |
| 30D | +3.3% | -13.2% | +16.6% | +11.2% |
| 3M | -31.7% | -9.4% | -22.3% | -28.4% |
| 6M | -34.0% | -8.6% | -25.4% | -31.7% |
| YTD | -58.3% | -5.3% | -53.0% | -58.0% |
| 1Y | -57.9% | -5.0% | -52.9% | -57.8% |
| 3Y | -24.1% | +64.6% | -88.7% | -54.0% |
| All | -24.1% | +65.2% | -89.3% | -54.0% |
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 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