+51.7%
IVZ vs FCUV
-93.2%
+144.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -65.2% | +63.0% | -2.2% |
| 7D | +1.1% | -47.9% | +49.0% | +1.1% |
| 30D | +3.1% | +13.7% | -10.6% | +3.2% |
| 3M | +18.2% | +97.0% | -78.8% | +19.0% |
| 6M | +38.6% | -66.1% | +104.7% | +41.3% |
| YTD | +25.9% | -81.8% | +107.7% | +31.5% |
| 1Y | +51.7% | -93.3% | +145.0% | +63.8% |
| All | +51.7% | -93.2% | +144.9% | +63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling