+808.3%
IWM vs FICO
+7,606.9%
-6,798.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +17.0% | +5.9% |
| 7D | +0.1% | -19.2% | +19.3% | +6.8% |
| 30D | -1.3% | -14.6% | +13.3% | +3.1% |
| 3M | +1.6% | -20.1% | +21.7% | +6.7% |
| 6M | +13.6% | -36.3% | +49.9% | +26.2% |
| YTD | +20.8% | -44.9% | +65.6% | +40.3% |
| 1Y | +26.4% | -38.6% | +65.0% | +39.1% |
| 3Y | +60.7% | +4.0% | +56.7% | +38.3% |
| 5Y | +38.2% | +99.5% | -61.3% | -10.8% |
| 10Y | +169.5% | +604.7% | -435.2% | +2.8% |
| All | +808.3% | +7,606.9% | -6,798.6% | +30.2% |
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