+168.1%
IJR vs FCUV
-98.6%
+266.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.5% |
| 7D | -2.2% | -66.5% | +64.3% | -2.0% |
| 30D | -4.6% | +5.0% | -9.6% | -4.7% |
| 3M | +0.2% | +63.8% | -63.6% | -0.9% |
| 6M | +14.7% | -67.8% | +82.5% | +13.8% |
| YTD | +18.9% | -82.4% | +101.3% | +18.1% |
| 1Y | +19.9% | -94.7% | +114.7% | +19.5% |
| 3Y | +53.0% | -99.3% | +152.3% | +52.3% |
| 5Y | +40.9% | -99.9% | +140.7% | +40.4% |
| All | +168.1% | -98.6% | +266.7% | +159.2% |
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