-98.9%
FCUV vs IBB
+86.1%
-185.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -0.4% | +136.4% | +136.0% |
| 7D | +148.8% | -0.5% | +149.3% | +148.7% |
| 30D | +95.0% | +4.6% | +90.5% | +96.0% |
| 3M | +27.8% | +6.8% | +21.0% | +29.7% |
| 6M | +121.0% | +23.1% | +97.9% | +110.5% |
| YTD | -78.1% | +26.0% | -104.2% | -79.6% |
| 1Y | -94.3% | +30.4% | -124.6% | -94.9% |
| 3Y | -98.9% | +85.4% | -184.3% | -99.2% |
| All | -98.9% | +86.1% | -185.0% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling