+26.5%
IP vs FCUV
-99.3%
+125.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.8% |
| 7D | -5.1% | -13.0% | +7.9% | -5.1% |
| 30D | +8.5% | -36.9% | +45.4% | +8.4% |
| 3M | -13.8% | -65.3% | +51.5% | -13.9% |
| 6M | +5.7% | -32.9% | +38.6% | +6.8% |
| YTD | -9.1% | -91.2% | +82.1% | -8.1% |
| 1Y | -0.8% | -98.2% | +97.4% | +0.3% |
| 3Y | +14.8% | -99.6% | +114.4% | +16.1% |
| 5Y | -11.5% | -99.9% | +88.3% | -10.5% |
| All | +26.5% | -99.3% | +125.8% | +24.8% |
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