+357.7%
IGV vs FCUV
-98.6%
+456.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -2.9% | +0.3% |
| 7D | -2.9% | -66.5% | +63.6% | -2.7% |
| 30D | -1.5% | +5.0% | -6.5% | -1.7% |
| 3M | +11.7% | +63.8% | -52.1% | +9.7% |
| 6M | +18.4% | -67.8% | +86.3% | +16.8% |
| YTD | -3.9% | -82.4% | +78.5% | -5.1% |
| 1Y | -9.7% | -94.7% | +85.1% | -10.4% |
| 3Y | +38.4% | -99.3% | +137.7% | +37.2% |
| 5Y | +21.6% | -99.9% | +121.4% | +20.7% |
| All | +357.7% | -98.6% | +456.3% | +353.4% |
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