-98.6%
FCUV vs IAG
+427.6%
-526.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +3.2% |
| 7D | -66.5% | -1.1% | -65.4% | -66.4% |
| 30D | +5.0% | +12.1% | -7.1% | +4.6% |
| 3M | +63.8% | +25.5% | +38.3% | +61.1% |
| 6M | -67.8% | -7.1% | -60.7% | -67.4% |
| YTD | -82.4% | +22.9% | -105.3% | -82.8% |
| 1Y | -94.7% | +83.3% | -178.1% | -95.1% |
| 3Y | -99.3% | +808.5% | -907.8% | -99.4% |
| 5Y | -99.9% | +838.0% | -937.8% | -99.9% |
| All | -98.6% | +427.6% | -526.2% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling