+5.4%
IYR vs FICO
+81.4%
-76.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +2.0% | -0.9% | +2.9% | +2.1% |
| 30D | +8.2% | +3.3% | +4.9% | +7.2% |
| 3M | -1.7% | -31.7% | +30.0% | +2.8% |
| 6M | -0.4% | -34.0% | +33.6% | +3.8% |
| YTD | +9.9% | -58.3% | +68.2% | +24.3% |
| 1Y | +10.4% | -57.9% | +68.4% | +24.6% |
| 3Y | +38.4% | -24.1% | +62.5% | +27.5% |
| All | +5.4% | +81.4% | -76.0% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling