+30.8%
IYR vs FICO
+4.8%
+26.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +1.2% |
| 7D | -1.2% | -19.2% | +17.9% | +1.0% |
| 30D | -2.9% | -14.6% | +11.7% | -1.4% |
| 3M | +0.8% | -20.1% | +20.9% | +2.8% |
| 6M | +1.9% | -36.3% | +38.2% | +6.4% |
| YTD | +9.6% | -44.9% | +54.5% | +16.7% |
| 1Y | +8.1% | -38.6% | +46.7% | +12.6% |
| All | +30.8% | +4.8% | +26.0% | +17.7% |
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 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