+224.0%
IONQ vs FCUV
-99.7%
+323.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.6% | -1.1% |
| 7D | +16.7% | -15.3% | +32.0% | +17.0% |
| 30D | -12.3% | -29.7% | +17.5% | -11.7% |
| 3M | -17.7% | -54.5% | +36.8% | -17.5% |
| 6M | -28.9% | -26.7% | -2.2% | -35.2% |
| YTD | -22.0% | -91.0% | +68.9% | -23.4% |
| 1Y | -36.8% | -98.0% | +61.2% | -33.7% |
| 3Y | +228.2% | -99.5% | +327.8% | +238.5% |
| 5Y | +91.9% | -99.9% | +191.8% | +106.0% |
| All | +224.0% | -99.7% | +323.7% | +202.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling