+91.0%
FICO vs IWF
+58.9%
+32.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | +1.4% | +5.3% | -3.9% | -2.6% |
| 30D | -0.8% | -8.6% | +7.8% | +5.6% |
| 3M | -31.3% | -6.5% | -24.8% | -28.4% |
| 6M | -33.9% | -5.6% | -28.3% | -32.6% |
| YTD | -57.6% | -1.5% | -56.0% | -58.4% |
| 1Y | -59.7% | -2.8% | -56.8% | -60.0% |
| 3Y | -28.0% | +67.1% | -95.2% | -58.5% |
| 5Y | +91.0% | +57.6% | +33.4% | +5.5% |
| All | +91.0% | +58.9% | +32.1% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling