-7.5%
IGV vs FCUV
-98.1%
+90.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.5% | +8.4% | +0.9% |
| 7D | -7.5% | -8.6% | +1.1% | -7.4% |
| 30D | -5.6% | -25.9% | +20.3% | -5.5% |
| 3M | +1.5% | -69.8% | +71.3% | +1.7% |
| 6M | +17.1% | -31.6% | +48.7% | +15.9% |
| YTD | -2.0% | -90.1% | +88.1% | -1.1% |
| 1Y | -7.5% | -98.0% | +90.5% | -6.7% |
| All | -7.5% | -98.1% | +90.6% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling