+78.4%
IVV vs FICO
+4.8%
+73.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +1.4% |
| 7D | +0.1% | -19.2% | +19.3% | +2.2% |
| 30D | +0.1% | -14.6% | +14.7% | +1.5% |
| 3M | +2.0% | -20.1% | +22.1% | +3.5% |
| 6M | +13.0% | -36.3% | +49.4% | +18.0% |
| YTD | +13.6% | -44.9% | +58.5% | +21.2% |
| 1Y | +20.1% | -38.6% | +58.7% | +24.7% |
| All | +78.4% | +4.8% | +73.6% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling