-98.0%
FCUV vs IRM
+19.5%
-117.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.7% | -9.2% | -6.4% |
| 7D | -8.6% | +2.6% | -11.2% | -7.0% |
| 30D | -25.9% | +5.6% | -31.6% | -23.2% |
| 3M | -69.8% | -4.7% | -65.1% | -71.6% |
| 6M | -31.6% | -6.1% | -25.5% | -34.1% |
| YTD | -90.1% | +46.3% | -136.5% | -91.8% |
| 1Y | -98.0% | +18.7% | -116.7% | -98.1% |
| All | -98.0% | +19.5% | -117.4% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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