+82.9%
IVV vs FICO
-24.7%
+107.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.9% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -1.0% | +1.7% | -2.7% | -1.5% |
| 3M | -0.3% | -33.0% | +32.7% | +2.6% |
| 6M | +7.4% | -33.9% | +41.2% | +9.4% |
| YTD | +13.4% | -58.5% | +71.9% | +23.2% |
| 1Y | +14.8% | -56.4% | +71.2% | +23.6% |
| All | +82.9% | -24.7% | +107.6% | +71.4% |
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