-98.6%
FCUV vs IBB
+122.2%
-220.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.9% | -6.1% | -6.9% |
| 7D | -63.8% | -3.9% | -59.9% | -63.3% |
| 30D | -14.7% | +2.7% | -17.4% | -14.2% |
| 3M | +65.3% | +21.4% | +44.0% | +58.2% |
| 6M | -68.5% | +20.1% | -88.6% | -70.0% |
| YTD | -83.0% | +21.9% | -104.9% | -83.8% |
| 1Y | -94.4% | +44.1% | -138.5% | -95.0% |
| 3Y | -99.3% | +63.4% | -162.6% | -99.4% |
| 5Y | -99.9% | +19.8% | -119.6% | -99.9% |
| 10Y | -98.6% | +127.0% | -225.6% | -98.7% |
| All | -98.6% | +122.2% | -220.9% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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