+9.4%
IVV vs FICO
-55.7%
+65.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.4% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | -5.9% | +1.7% | -7.6% | -6.0% |
| 3M | -4.5% | -35.2% | +30.7% | -3.9% |
| 6M | +1.8% | -33.7% | +35.5% | +1.6% |
| YTD | +8.4% | -58.2% | +66.5% | +12.2% |
| 1Y | +9.4% | -56.6% | +66.0% | +12.6% |
| All | +9.4% | -55.7% | +65.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling