+201.7%
IWD vs FCUV
-98.2%
+299.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +136.0% | -135.8% | 0.0% |
| 7D | +2.3% | +148.8% | -146.5% | +2.1% |
| 30D | +3.6% | +95.0% | -91.5% | +3.4% |
| 3M | +2.2% | +27.8% | -25.6% | +2.0% |
| 6M | +13.0% | +121.0% | -108.0% | +12.1% |
| YTD | +26.5% | -78.1% | +104.7% | +25.9% |
| 1Y | +30.1% | -94.3% | +124.4% | +29.7% |
| 3Y | +84.9% | -98.9% | +183.8% | +84.1% |
| 5Y | +73.4% | -99.7% | +173.1% | +72.7% |
| All | +201.7% | -98.2% | +299.9% | +198.9% |
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