+66.0%
IWM vs FCUV
-99.2%
+165.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -65.2% | +64.8% | -0.3% |
| 7D | +1.4% | -47.9% | +49.3% | +1.5% |
| 30D | -2.3% | +13.7% | -15.9% | -2.4% |
| 3M | +4.0% | +97.0% | -93.0% | +2.7% |
| 6M | +17.9% | -66.1% | +84.1% | +18.6% |
| YTD | +20.2% | -81.8% | +102.0% | +22.0% |
| 1Y | +25.0% | -93.3% | +118.2% | +28.4% |
| 3Y | +66.0% | -99.2% | +165.2% | +72.4% |
| All | +66.0% | -99.2% | +165.2% | +72.4% |
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 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