-99.9%
FCUV vs IONS
+52.5%
-152.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.2% | -5.8% | -7.1% |
| 7D | -63.8% | -8.7% | -55.1% | -64.0% |
| 30D | -14.7% | -1.6% | -13.1% | -14.9% |
| 3M | +65.3% | -24.9% | +90.2% | +70.8% |
| 6M | -68.5% | -25.7% | -42.8% | -67.5% |
| YTD | -83.0% | -29.2% | -53.9% | -82.3% |
| 1Y | -94.4% | -13.0% | -81.4% | -94.4% |
| 3Y | -99.3% | +35.9% | -135.2% | -99.3% |
| 5Y | -99.9% | +54.5% | -154.4% | -99.9% |
| All | -99.9% | +52.5% | -152.4% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling