+20.4%
IVZ vs FCUV
-97.8%
+118.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.8% | -0.1% |
| 7D | +2.2% | -15.3% | +17.5% | +2.2% |
| 30D | -2.2% | -29.7% | +27.6% | -2.1% |
| 3M | -8.4% | -54.5% | +46.1% | -8.4% |
| 6M | +6.2% | -26.7% | +32.9% | +5.3% |
| YTD | +12.4% | -91.0% | +103.4% | +12.0% |
| 1Y | +26.0% | -98.0% | +124.0% | +26.0% |
| 3Y | +147.9% | -99.5% | +247.4% | +147.4% |
| 5Y | +38.8% | -99.9% | +138.6% | +38.8% |
| 10Y | +44.6% | -99.3% | +143.8% | +44.2% |
| All | +20.4% | -97.8% | +118.2% | +22.0% |
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