+42.4%
FCEL vs IAG
+56.5%
-14.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.2% | -16.2% | -10.4% |
| 7D | -14.9% | +1.1% | -16.0% | -15.6% |
| 30D | -41.7% | -5.3% | -36.4% | -40.2% |
| 3M | -53.2% | +18.0% | -71.2% | -57.5% |
| 6M | -19.0% | +7.1% | -26.2% | -23.0% |
| YTD | +44.2% | +5.9% | +38.2% | +35.0% |
| 1Y | +42.4% | +59.4% | -17.0% | +3.9% |
| All | +42.4% | +56.5% | -14.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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