+73.3%
IWD vs FCUV
-99.9%
+173.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | -0.5% |
| 7D | -1.2% | -63.8% | +62.6% | -0.9% |
| 30D | -1.6% | -14.7% | +13.0% | -1.8% |
| 3M | +7.0% | +65.3% | -58.3% | +5.0% |
| 6M | +17.0% | -68.5% | +85.5% | +16.6% |
| YTD | +21.6% | -83.0% | +104.7% | +22.2% |
| 1Y | +28.0% | -94.4% | +122.4% | +30.3% |
| 3Y | +70.6% | -99.3% | +169.8% | +77.4% |
| 5Y | +73.3% | -99.9% | +173.2% | +87.8% |
| All | +73.3% | -99.9% | +173.2% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling