+84.5%
IWD vs FCUV
-99.5%
+184.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | +1.7% | +2.4% | -0.7% | +1.7% |
| 30D | +3.2% | -25.9% | +29.1% | +3.3% |
| 3M | +2.3% | -44.8% | +47.0% | +2.3% |
| 6M | +12.9% | -3.5% | +16.4% | +11.9% |
| YTD | +26.2% | -90.7% | +117.0% | +27.0% |
| 1Y | +28.3% | -97.9% | +126.1% | +30.7% |
| All | +84.5% | -99.5% | +184.0% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling