+776.1%
IVV vs FICO
+7,761.5%
-6,985.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +4.1% |
| 7D | +0.1% | -19.2% | +19.3% | +5.5% |
| 30D | +0.1% | -14.6% | +14.7% | +3.6% |
| 3M | +2.0% | -20.1% | +22.1% | +6.1% |
| 6M | +13.0% | -36.3% | +49.4% | +23.2% |
| YTD | +13.6% | -44.9% | +58.5% | +28.3% |
| 1Y | +20.1% | -38.6% | +58.7% | +29.8% |
| 3Y | +77.6% | +4.0% | +73.6% | +58.5% |
| 5Y | +82.5% | +99.5% | -17.1% | +29.9% |
| 10Y | +316.5% | +604.7% | -288.1% | +98.6% |
| All | +776.1% | +7,761.5% | -6,985.4% | +100.6% |
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 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