+159.0%
IWM vs FICO
+514.7%
-355.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.8% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | -3.7% | +1.7% | -5.4% | -4.9% |
| 3M | -9.4% | -35.2% | +25.8% | -0.8% |
| 6M | -3.6% | -33.7% | +30.0% | +2.5% |
| YTD | +10.8% | -58.2% | +69.0% | +34.7% |
| 1Y | +11.9% | -56.6% | +68.5% | +33.9% |
| 3Y | +60.6% | -24.0% | +84.5% | +44.4% |
| 5Y | +19.2% | +86.1% | -66.9% | -29.8% |
| All | +159.0% | +514.7% | -355.7% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling