-87.2%
FCUV vs IBB
+126.8%
-214.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.9% | -12.8% | -13.6% |
| 7D | +62.8% | +1.4% | +61.4% | +62.7% |
| 30D | +66.5% | +10.5% | +56.0% | +65.3% |
| 3M | +459.9% | +23.6% | +436.3% | +440.8% |
| 6M | -12.4% | +22.6% | -35.0% | -15.6% |
| YTD | -47.5% | +25.7% | -73.2% | -49.6% |
| 1Y | -80.5% | +51.4% | -131.9% | -82.1% |
| 3Y | -97.6% | +64.4% | -162.0% | -97.9% |
| 5Y | -99.5% | +22.1% | -121.7% | -99.6% |
| 10Y | -95.8% | +132.5% | -228.2% | -95.8% |
| All | -87.2% | +126.8% | -214.0% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling