+7.8%
IP vs FCUV
-97.7%
+105.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -2.1% |
| 7D | -0.9% | +2.4% | -3.3% | -0.9% |
| 30D | +6.7% | -25.9% | +32.6% | +6.6% |
| 3M | -16.6% | -44.8% | +28.2% | -16.5% |
| 6M | +6.0% | -3.5% | +9.5% | +7.1% |
| YTD | -10.7% | -90.7% | +80.1% | -9.7% |
| 1Y | -6.7% | -97.9% | +91.2% | -5.7% |
| 3Y | +17.1% | -99.5% | +116.7% | +18.4% |
| 5Y | -14.6% | -99.9% | +85.3% | -13.6% |
| 10Y | +19.9% | -99.3% | +119.1% | +22.5% |
| All | +7.8% | -97.7% | +105.5% | +10.4% |
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 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