+23.8%
IWM vs FCUV
-99.7%
+123.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +136.0% | -136.3% | -1.1% |
| 7D | +1.4% | +148.8% | -147.4% | +0.6% |
| 30D | +2.3% | +95.0% | -92.8% | +1.6% |
| 3M | -8.3% | +27.8% | -36.1% | -9.0% |
| 6M | -1.3% | +121.0% | -122.3% | -4.5% |
| YTD | +13.5% | -78.1% | +91.7% | +14.8% |
| 1Y | +18.4% | -94.3% | +112.7% | +23.8% |
| 3Y | +69.6% | -98.9% | +168.5% | +81.6% |
| All | +23.8% | -99.7% | +123.5% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling