-98.6%
FCUV vs IONS
+92.6%
-191.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | -72.0% | -4.3% | -67.7% | -71.9% |
| 30D | -8.0% | +0.4% | -8.4% | -7.9% |
| 3M | +66.3% | -24.1% | +90.4% | +70.1% |
| 6M | -75.3% | -26.4% | -48.8% | -74.7% |
| YTD | -83.0% | -29.7% | -53.3% | -82.5% |
| 1Y | -94.7% | -13.0% | -81.6% | -94.6% |
| 3Y | -99.3% | +35.0% | -134.3% | -99.3% |
| 5Y | -99.9% | +54.2% | -154.1% | -99.9% |
| All | -98.6% | +92.6% | -191.2% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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