+707.3%
IYR vs FICO
+5,713.7%
-5,006.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | +2.8% | -0.3% | +3.0% | +2.8% |
| 30D | +7.3% | +1.7% | +5.6% | +5.8% |
| 3M | -2.0% | -35.2% | +33.2% | +8.1% |
| 6M | +1.5% | -33.7% | +35.2% | +9.3% |
| YTD | +10.5% | -58.2% | +68.7% | +35.5% |
| 1Y | +10.5% | -56.6% | +67.1% | +33.5% |
| 3Y | +37.4% | -24.0% | +61.4% | +28.1% |
| 5Y | +5.9% | +86.1% | -80.2% | -31.7% |
| 10Y | +85.0% | +522.8% | -437.8% | -28.3% |
| All | +707.3% | +5,713.7% | -5,006.4% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling