+476.3%
IWF vs FCUV
-95.6%
+571.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -65.2% | +64.9% | -0.2% |
| 7D | +1.5% | -47.9% | +49.4% | +1.5% |
| 30D | -1.3% | +13.7% | -14.9% | -1.4% |
| 3M | +0.1% | +97.0% | -96.9% | -1.0% |
| 6M | +10.3% | -66.1% | +76.4% | +9.4% |
| YTD | +4.2% | -81.8% | +85.9% | +3.4% |
| 1Y | +9.3% | -93.3% | +102.6% | +8.7% |
| 3Y | +79.3% | -99.2% | +178.6% | +78.4% |
| 5Y | +73.8% | -99.9% | +173.6% | +73.0% |
| 10Y | +410.9% | -98.5% | +509.4% | +410.7% |
| All | +476.3% | -95.6% | +571.9% | +480.7% |
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 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