+83.6%
IYR vs FICO
+527.0%
-443.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.6% | +2.2% | -1.6% | +0.1% |
| 30D | +6.6% | +0.1% | +6.5% | +6.1% |
| 3M | -1.8% | -35.2% | +33.3% | +6.3% |
| 6M | +1.4% | -32.4% | +33.8% | +7.1% |
| YTD | +10.5% | -57.4% | +67.9% | +30.3% |
| 1Y | +10.6% | -58.5% | +69.2% | +31.3% |
| 3Y | +41.8% | -28.9% | +70.7% | +33.7% |
| 5Y | +6.0% | +91.7% | -85.7% | -32.2% |
| All | +83.6% | +527.0% | -443.4% | -20.3% |
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