-99.8%
FCUV vs IRM
+197.3%
-297.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.2% | +2.9% |
| 7D | -66.5% | -1.4% | -65.0% | -66.3% |
| 30D | +5.0% | -7.4% | +12.4% | +6.4% |
| 3M | +63.8% | -7.4% | +71.1% | +65.9% |
| 6M | -67.8% | +8.7% | -76.5% | -69.8% |
| YTD | -82.4% | +40.9% | -123.4% | -85.3% |
| 1Y | -94.7% | +20.5% | -115.3% | -95.3% |
| 3Y | -99.3% | +101.7% | -201.0% | -99.5% |
| All | -99.8% | +197.3% | -297.2% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling