-99.3%
FCUV vs IONS
-36.2%
-63.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.6% |
| 7D | +2.4% | -29.6% | +32.0% | +3.2% |
| 30D | -25.9% | -35.6% | +9.6% | -25.2% |
| 3M | -44.8% | -51.7% | +6.9% | -43.9% |
| 6M | -3.5% | -64.0% | +60.5% | +0.7% |
| YTD | -90.7% | -65.5% | -25.3% | -90.3% |
| 1Y | -97.9% | -62.4% | -35.5% | -97.8% |
| 3Y | -99.5% | -41.1% | -58.4% | -99.6% |
| 5Y | -99.9% | -16.5% | -83.4% | -99.9% |
| All | -99.3% | -36.2% | -63.1% | -99.3% |
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