+109.3%
IONQ vs FCUV
-99.2%
+208.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -65.2% | +67.6% | +3.3% |
| 7D | +7.1% | -47.9% | +55.0% | +7.3% |
| 30D | -8.9% | +13.7% | -22.6% | -9.9% |
| 3M | -35.6% | +97.0% | -132.6% | -40.6% |
| 6M | +13.3% | -66.1% | +79.4% | +11.5% |
| YTD | -9.8% | -81.8% | +72.0% | -7.4% |
| 1Y | -1.3% | -93.3% | +92.0% | +5.8% |
| 3Y | +109.3% | -99.2% | +208.5% | +138.4% |
| All | +109.3% | -99.2% | +208.4% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling