+64.2%
IWM vs FICO
-24.3%
+88.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -2.0% | -0.9% | -1.1% | -2.0% |
| 30D | -1.5% | +3.3% | -4.8% | -2.1% |
| 3M | -8.0% | -31.7% | +23.7% | -5.1% |
| 6M | -4.1% | -34.0% | +29.9% | -1.9% |
| YTD | +11.9% | -58.3% | +70.3% | +23.4% |
| 1Y | +15.0% | -57.9% | +73.0% | +26.4% |
| 3Y | +64.2% | -24.1% | +88.3% | +47.1% |
| All | +64.2% | -24.3% | +88.5% | +47.1% |
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