+37.9%
IVZ vs FCUV
-87.2%
+125.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -13.7% | +14.8% | +1.1% |
| 7D | +0.6% | +62.8% | -62.2% | +0.5% |
| 30D | +4.0% | +66.5% | -62.5% | +3.8% |
| 3M | +18.2% | +459.9% | -441.8% | +16.8% |
| 6M | +32.8% | -12.4% | +45.2% | +31.8% |
| YTD | +28.7% | -47.5% | +76.3% | +27.9% |
| 1Y | +55.4% | -80.5% | +135.9% | +54.7% |
| 3Y | +135.2% | -97.6% | +232.8% | +134.1% |
| 5Y | +64.2% | -99.5% | +163.7% | +63.7% |
| 10Y | +64.6% | -95.8% | +160.4% | +63.7% |
| All | +37.9% | -87.2% | +125.1% | +39.4% |
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