+101.7%
FICO vs IWF
+73.7%
+28.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | +0.5% | -19.7% | -19.5% |
| 30D | -14.6% | -0.4% | -14.2% | -14.3% |
| 3M | -20.1% | -2.6% | -17.5% | -19.3% |
| 6M | -36.3% | +9.1% | -45.5% | -42.1% |
| YTD | -44.9% | +4.5% | -49.3% | -47.8% |
| 1Y | -38.6% | +10.1% | -48.7% | -44.9% |
| 3Y | +4.0% | +77.6% | -73.7% | -42.1% |
| All | +101.7% | +73.7% | +28.0% | +3.8% |
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