-98.0%
FCUV vs IRE
-97.6%
-0.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -23.2% | +15.7% | -9.8% |
| 7D | -8.6% | -46.8% | +38.3% | -13.9% |
| 30D | -25.9% | -75.5% | +49.6% | -35.7% |
| 3M | -69.8% | -79.4% | +9.6% | -73.0% |
| 6M | -31.6% | -91.3% | +59.7% | -39.6% |
| YTD | -90.1% | -90.8% | +0.7% | -90.9% |
| 1Y | -98.0% | -97.7% | -0.3% | -98.0% |
| All | -98.0% | -97.6% | -0.4% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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