+253.1%
IONQ vs FCUV
-99.4%
+352.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.0% | +1.3% | -5.6% |
| 7D | +1.3% | -63.8% | +65.1% | +2.4% |
| 30D | -10.3% | -14.7% | +4.4% | -11.1% |
| 3M | -32.7% | +65.3% | -98.0% | -39.5% |
| 6M | +6.3% | -68.5% | +74.8% | +0.1% |
| YTD | -15.0% | -83.0% | +68.0% | -17.5% |
| 1Y | -13.3% | -94.4% | +81.1% | -12.5% |
| 3Y | +97.2% | -99.3% | +196.5% | +102.2% |
| 5Y | +278.7% | -99.9% | +378.6% | +302.5% |
| All | +253.1% | -99.4% | +352.6% | +225.7% |
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