+7,757.8%
FICO vs IWF
+727.1%
+7,030.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | +0.5% | -19.7% | -19.6% |
| 30D | -14.6% | -0.4% | -14.2% | -14.3% |
| 3M | -20.1% | -2.6% | -17.5% | -19.6% |
| 6M | -36.3% | +9.1% | -45.5% | -42.9% |
| YTD | -44.9% | +4.5% | -49.3% | -48.3% |
| 1Y | -38.6% | +10.1% | -48.7% | -45.7% |
| 3Y | +4.0% | +77.6% | -73.7% | -43.8% |
| 5Y | +99.5% | +73.7% | +25.8% | +9.5% |
| 10Y | +604.7% | +411.5% | +193.1% | +44.7% |
| All | +7,757.8% | +727.1% | +7,030.7% | +756.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling