+466.5%
IGV vs FCUV
-95.9%
+562.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | -0.8% |
| 7D | -1.5% | -63.8% | +62.2% | -1.4% |
| 30D | -3.0% | -14.7% | +11.6% | -3.1% |
| 3M | +9.6% | +65.3% | -55.7% | +7.9% |
| 6M | +16.1% | -68.5% | +84.6% | +14.7% |
| YTD | -3.6% | -83.0% | +79.4% | -4.6% |
| 1Y | -7.8% | -94.4% | +86.6% | -8.6% |
| 3Y | +40.0% | -99.3% | +139.3% | +38.9% |
| 5Y | +21.2% | -99.9% | +121.1% | +20.4% |
| 10Y | +364.4% | -98.6% | +463.0% | +364.1% |
| All | +466.5% | -95.9% | +562.3% | +471.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling