+228.5%
IWD vs FCUV
-97.7%
+326.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | +2.3% | -44.8% | +47.0% | +2.3% |
| 6M | +12.9% | -3.5% | +16.4% | +12.5% |
| YTD | +26.2% | -90.7% | +117.0% | +25.9% |
| 1Y | +28.3% | -97.9% | +126.1% | +28.1% |
| 3Y | +84.4% | -99.5% | +183.9% | +84.1% |
| 5Y | +73.0% | -99.9% | +172.8% | +72.7% |
| 10Y | +203.3% | -99.3% | +302.6% | +205.4% |
| All | +228.5% | -97.7% | +326.3% | +234.6% |
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