+236.7%
IQV vs FCUV
-98.6%
+335.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.5% | +1.7% |
| 7D | -2.2% | -66.5% | +64.2% | -2.0% |
| 30D | +8.3% | +5.0% | +3.3% | +8.1% |
| 3M | +44.6% | +63.8% | -19.2% | +42.4% |
| 6M | +52.6% | -67.8% | +120.4% | +51.0% |
| YTD | +16.1% | -82.4% | +98.5% | +15.2% |
| 1Y | +37.3% | -94.7% | +132.0% | +36.7% |
| 3Y | +21.6% | -99.3% | +120.8% | +21.0% |
| 5Y | +0.5% | -99.9% | +100.3% | +0.2% |
| All | +236.7% | -98.6% | +335.3% | +231.3% |
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