+735.8%
IVV vs FICO
+5,865.3%
-5,129.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.6% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | -5.9% | +1.7% | -7.6% | -7.1% |
| 3M | -4.5% | -35.2% | +30.7% | +3.6% |
| 6M | +1.8% | -33.7% | +35.5% | +8.0% |
| YTD | +8.4% | -58.2% | +66.5% | +28.3% |
| 1Y | +9.4% | -56.6% | +66.0% | +27.9% |
| 3Y | +75.3% | -24.0% | +99.2% | +66.2% |
| 5Y | +67.8% | +86.1% | -18.3% | +17.9% |
| 10Y | +314.2% | +522.8% | -208.6% | +98.7% |
| All | +735.8% | +5,865.3% | -5,129.5% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling