+22.8%
IGV vs FCUV
-99.9%
+122.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -5.4% | -72.0% | +66.6% | -4.6% |
| 30D | -2.6% | -8.0% | +5.4% | -3.0% |
| 3M | +10.5% | +66.3% | -55.7% | +5.5% |
| 6M | +18.2% | -75.3% | +93.5% | +17.6% |
| YTD | -4.2% | -83.0% | +78.7% | -4.0% |
| 1Y | -9.8% | -94.7% | +84.8% | -7.1% |
| 3Y | +39.1% | -99.3% | +138.4% | +49.8% |
| All | +22.8% | -99.9% | +122.6% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling