-98.2%
FCUV vs IRE
-97.7%
-0.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -15.8% | +20.5% | +3.4% |
| 7D | -15.3% | -41.9% | +26.6% | -18.1% |
| 30D | -29.7% | -75.1% | +45.3% | -36.7% |
| 3M | -54.5% | -82.4% | +27.9% | -59.3% |
| 6M | -26.7% | -95.5% | +68.8% | -33.7% |
| YTD | -91.0% | -93.1% | +2.1% | -92.0% |
| 1Y | -98.0% | -97.8% | -0.2% | -97.9% |
| All | -98.2% | -97.7% | -0.5% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling