-99.9%
FCUV vs IBB
+20.0%
-119.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -2.2% | -63.1% | -64.4% |
| 7D | -47.9% | -1.7% | -46.3% | -46.7% |
| 30D | +13.7% | +4.9% | +8.8% | +14.4% |
| 3M | +97.0% | +24.2% | +72.8% | +74.0% |
| 6M | -66.1% | +23.8% | -90.0% | -70.8% |
| YTD | -81.8% | +23.0% | -104.7% | -83.9% |
| 1Y | -93.3% | +46.2% | -139.4% | -94.9% |
| 3Y | -99.2% | +64.8% | -164.0% | -99.5% |
| 5Y | -99.9% | +20.9% | -120.8% | -99.9% |
| All | -99.9% | +20.0% | -119.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling