-44.7%
IONQ vs FCUV
-98.1%
+53.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.0% | -1.5% |
| 7D | -8.9% | -8.6% | -0.3% | -8.9% |
| 30D | -31.3% | -25.9% | -5.3% | -31.2% |
| 3M | -29.2% | -69.8% | +40.6% | -29.1% |
| 6M | -35.4% | -31.6% | -3.8% | -36.1% |
| YTD | -34.2% | -90.1% | +56.0% | -30.4% |
| 1Y | -44.7% | -98.0% | +53.3% | -48.1% |
| All | -44.7% | -98.1% | +53.4% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling