+55.4%
IOT vs FCUV
-99.8%
+155.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -0.2% |
| 7D | -4.5% | -66.5% | +61.9% | -3.4% |
| 30D | -2.4% | +5.0% | -7.4% | -3.6% |
| 3M | +19.0% | +63.8% | -44.8% | +8.5% |
| 6M | +19.6% | -67.8% | +87.5% | +15.7% |
| YTD | +8.3% | -82.4% | +90.7% | +7.3% |
| 1Y | -0.8% | -94.7% | +93.9% | +4.1% |
| 3Y | +24.4% | -99.3% | +123.7% | +42.2% |
| All | +55.4% | -99.8% | +155.2% | +111.2% |
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 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