-16.1%
IP vs FCUV
-99.5%
+83.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -13.7% | +15.9% | +2.1% |
| 7D | -5.3% | +62.8% | -68.1% | -5.0% |
| 30D | -10.9% | +66.5% | -77.4% | -10.5% |
| 3M | +11.2% | +459.9% | -448.8% | +14.1% |
| 6M | -10.2% | -12.4% | +2.1% | -6.3% |
| YTD | -2.0% | -47.5% | +45.5% | +2.7% |
| 1Y | -19.1% | -80.5% | +61.4% | -14.5% |
| 3Y | +20.9% | -97.6% | +118.5% | +30.9% |
| All | -16.1% | -99.5% | +83.4% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling