-95.6%
FCUV vs IRM
+489.4%
-585.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.7% | -64.6% | -65.0% |
| 7D | -47.9% | +1.6% | -49.6% | -48.0% |
| 30D | +13.7% | -4.2% | +17.8% | +15.1% |
| 3M | +97.0% | -5.4% | +102.4% | +100.0% |
| 6M | -66.1% | +12.0% | -78.1% | -68.2% |
| YTD | -81.8% | +42.0% | -123.8% | -84.6% |
| 1Y | -93.3% | +29.9% | -123.2% | -94.1% |
| 3Y | -99.2% | +104.4% | -203.6% | -99.4% |
| 5Y | -99.9% | +191.0% | -290.9% | -99.9% |
| 10Y | -98.5% | +417.1% | -515.6% | -99.3% |
| All | -95.6% | +489.4% | -585.0% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling