+221.0%
IWD vs FCUV
-87.2%
+308.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.7% | +13.0% | -0.7% |
| 7D | -0.3% | +62.8% | -63.1% | -0.3% |
| 30D | +0.6% | +66.5% | -65.9% | +0.5% |
| 3M | +7.2% | +459.9% | -452.7% | +6.6% |
| 6M | +16.2% | -12.4% | +28.6% | +15.7% |
| YTD | +23.3% | -47.5% | +70.9% | +22.9% |
| 1Y | +29.6% | -80.5% | +110.1% | +29.2% |
| 3Y | +70.5% | -97.6% | +168.1% | +69.9% |
| 5Y | +73.5% | -99.5% | +173.0% | +73.0% |
| 10Y | +198.3% | -95.8% | +294.1% | +199.9% |
| All | +221.0% | -87.2% | +308.2% | +226.4% |
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