-94.7%
FCUV vs IRM
+22.0%
-116.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.2% | +4.4% |
| 7D | -66.5% | -1.4% | -65.0% | -67.0% |
| 30D | +5.0% | -7.4% | +12.4% | -0.3% |
| 3M | +63.8% | -7.4% | +71.1% | +56.7% |
| 6M | -67.8% | +8.7% | -76.5% | -71.3% |
| YTD | -82.4% | +40.9% | -123.4% | -87.1% |
| 1Y | -94.7% | +20.5% | -115.3% | -95.1% |
| All | -94.7% | +22.0% | -116.8% | -95.1% |
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