+123.2%
IAU vs FCUV
-99.2%
+222.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | -3.4% | -72.0% | +68.6% | -3.5% |
| 30D | -1.1% | -8.0% | +6.9% | -1.0% |
| 3M | +5.8% | +66.3% | -60.4% | +7.2% |
| 6M | -16.9% | -75.3% | +58.4% | -15.7% |
| YTD | +0.1% | -83.0% | +83.1% | +1.6% |
| 1Y | +18.4% | -94.7% | +113.1% | +20.2% |
| All | +123.2% | -99.2% | +222.4% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 3y: compounded portfolio wealth divided by compounded FCUV 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…
3y analysis · Full analysis span regression · 6 months rolling