+265.9%
IONQ vs FCUV
-98.3%
+364.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -13.7% | +14.9% | +1.6% |
| 7D | +0.8% | +62.8% | -62.0% | -0.4% |
| 30D | -1.0% | +66.5% | -67.5% | -2.7% |
| 3M | -39.8% | +459.9% | -499.8% | -46.9% |
| 6M | +6.4% | -12.4% | +18.8% | -0.5% |
| YTD | -11.9% | -47.5% | +35.6% | -15.6% |
| 1Y | -6.2% | -80.5% | +74.4% | -7.1% |
| 3Y | +125.7% | -97.6% | +223.3% | +127.9% |
| 5Y | +296.0% | -99.5% | +395.5% | +315.1% |
| All | +265.9% | -98.3% | +364.2% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling