-95.6%
FCUV vs IAG
+862.2%
-957.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -1.8% | -63.4% | -65.2% |
| 7D | -47.9% | +4.3% | -52.2% | -47.9% |
| 30D | +13.7% | +9.8% | +3.9% | +13.5% |
| 3M | +97.0% | +28.9% | +68.1% | +94.1% |
| 6M | -66.1% | -7.6% | -58.5% | -65.7% |
| YTD | -81.8% | +22.0% | -103.7% | -82.0% |
| 1Y | -93.3% | +99.5% | -192.8% | -93.6% |
| 3Y | -99.2% | +818.3% | -917.5% | -99.4% |
| 5Y | -99.9% | +785.9% | -885.8% | -99.9% |
| 10Y | -98.5% | +381.1% | -479.6% | -98.6% |
| All | -95.6% | +862.2% | -957.8% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling