-99.8%
FCUV vs IFF
-35.8%
-64.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.4% |
| 7D | -66.5% | -3.2% | -63.3% | -66.1% |
| 30D | +5.0% | -0.3% | +5.3% | +5.4% |
| 3M | +63.8% | +8.4% | +55.4% | +60.8% |
| 6M | -67.8% | +23.0% | -90.9% | -70.1% |
| YTD | -82.4% | +25.5% | -107.9% | -83.7% |
| 1Y | -94.7% | +29.1% | -123.8% | -95.2% |
| 3Y | -99.3% | +31.7% | -130.9% | -99.3% |
| All | -99.8% | -35.8% | -64.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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