+5.5%
IYR vs FICO
+99.8%
-94.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +2.2% |
| 7D | -1.2% | -19.2% | +17.9% | +2.2% |
| 30D | -2.9% | -14.6% | +11.7% | -0.6% |
| 3M | +0.8% | -20.1% | +20.9% | +3.7% |
| 6M | +1.9% | -36.3% | +38.2% | +8.6% |
| YTD | +9.6% | -44.9% | +54.5% | +20.1% |
| 1Y | +8.1% | -38.6% | +46.7% | +14.6% |
| 3Y | +29.2% | +4.0% | +25.2% | +14.1% |
| All | +5.5% | +99.8% | -94.3% | -25.1% |
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