+43.4%
IYR vs FICO
-19.7%
+63.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.3% |
| 7D | +2.3% | -0.1% | +2.3% | +2.2% |
| 30D | +7.4% | +8.4% | -1.0% | +6.3% |
| 3M | -0.7% | -30.5% | +29.8% | +2.1% |
| 6M | +1.6% | -35.7% | +37.4% | +4.9% |
| YTD | +11.6% | -57.2% | +68.8% | +20.8% |
| 1Y | +10.5% | -58.4% | +68.9% | +20.1% |
| 3Y | +43.4% | -24.8% | +68.2% | +33.6% |
| All | +43.4% | -19.7% | +63.1% | +33.6% |
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