+4.4%
FICO vs IWF
+78.0%
-73.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | +0.5% | -19.7% | -19.4% |
| 30D | -14.6% | -0.4% | -14.2% | -14.4% |
| 3M | -20.1% | -2.6% | -17.5% | -19.0% |
| 6M | -36.3% | +9.1% | -45.5% | -41.0% |
| YTD | -44.9% | +4.5% | -49.3% | -47.0% |
| 1Y | -38.6% | +10.1% | -48.7% | -43.8% |
| All | +4.4% | +78.0% | -73.6% | -38.4% |
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