+24.1%
IP vs FCUV
-99.3%
+123.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.8% | -1.1% |
| 7D | 0.0% | -15.3% | +15.3% | 0.0% |
| 30D | +9.4% | -29.7% | +39.1% | +9.3% |
| 3M | -14.1% | -54.5% | +40.4% | -14.1% |
| 6M | +9.2% | -26.7% | +35.9% | +10.3% |
| YTD | -7.5% | -91.0% | +83.4% | -6.5% |
| 1Y | -2.8% | -98.0% | +95.2% | -1.7% |
| 3Y | +21.2% | -99.5% | +120.8% | +22.6% |
| 5Y | -11.5% | -99.9% | +88.4% | -10.4% |
| All | +24.1% | -99.3% | +123.3% | +22.4% |
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