+990.2%
IBKR vs FCUV
-98.6%
+1,088.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +2.2% |
| 7D | -1.3% | -66.5% | +65.1% | -1.0% |
| 30D | -0.2% | +5.0% | -5.2% | -0.5% |
| 3M | +3.0% | +63.8% | -60.8% | +0.5% |
| 6M | +33.9% | -67.8% | +101.7% | +31.9% |
| YTD | +42.5% | -82.4% | +124.9% | +40.9% |
| 1Y | +44.9% | -94.7% | +139.6% | +44.2% |
| 3Y | +293.0% | -99.3% | +392.3% | +290.9% |
| 5Y | +497.7% | -99.9% | +597.5% | +498.1% |
| All | +990.2% | -98.6% | +1,088.8% | +872.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling