-80.5%
FCUV vs IAG
+119.5%
-200.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.2% | -11.5% | -14.3% |
| 7D | +62.8% | -0.5% | +63.4% | +61.6% |
| 30D | +66.5% | +28.9% | +37.6% | +86.7% |
| 3M | +459.9% | +19.1% | +440.8% | +558.0% |
| 6M | -12.4% | -10.3% | -2.1% | +12.6% |
| YTD | -47.5% | +24.2% | -71.7% | -41.0% |
| 1Y | -80.5% | +116.5% | -197.0% | -81.2% |
| All | -80.5% | +119.5% | -200.0% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling