+63.4%
IVZ vs FCUV
-98.6%
+162.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | -0.8% |
| 7D | +1.2% | -63.8% | +64.9% | +1.3% |
| 30D | +1.8% | -14.7% | +16.5% | +1.7% |
| 3M | +15.7% | +65.3% | -49.6% | +14.3% |
| 6M | +36.3% | -68.5% | +104.8% | +35.2% |
| YTD | +24.9% | -83.0% | +108.0% | +24.1% |
| 1Y | +48.9% | -94.4% | +143.4% | +48.4% |
| 3Y | +136.8% | -99.3% | +236.1% | +135.9% |
| 5Y | +60.0% | -99.9% | +159.8% | +59.8% |
| 10Y | +63.4% | -98.6% | +162.0% | +58.2% |
| All | +63.4% | -98.6% | +162.0% | +58.2% |
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