+413.4%
IWF vs FCUV
-98.6%
+512.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.8% |
| 7D | -0.9% | -66.5% | +65.5% | -0.7% |
| 30D | -1.7% | +5.0% | -6.7% | -1.9% |
| 3M | +0.7% | +63.8% | -63.1% | -0.6% |
| 6M | +8.6% | -67.8% | +76.4% | +7.5% |
| YTD | +3.5% | -82.4% | +85.9% | +2.7% |
| 1Y | +7.0% | -94.7% | +101.8% | +6.5% |
| 3Y | +76.3% | -99.3% | +175.6% | +75.3% |
| 5Y | +74.8% | -99.9% | +174.6% | +74.0% |
| All | +413.4% | -98.6% | +512.0% | +408.7% |
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