+69.6%
IWM vs FCUV
-98.9%
+168.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +136.0% | -136.3% | -0.6% |
| 7D | +1.4% | +148.8% | -147.4% | +1.1% |
| 30D | +2.3% | +95.0% | -92.8% | +2.0% |
| 3M | -8.3% | +27.8% | -36.1% | -8.6% |
| 6M | -1.3% | +121.0% | -122.3% | -2.6% |
| YTD | +13.5% | -78.1% | +91.7% | +15.0% |
| 1Y | +18.4% | -94.3% | +112.7% | +22.3% |
| 3Y | +69.6% | -98.9% | +168.5% | +76.7% |
| All | +69.6% | -98.9% | +168.5% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling