-99.2%
FCEL vs IAG
+423.2%
-522.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.4% |
| 7D | +6.3% | -4.1% | +10.3% | +7.2% |
| 30D | -18.8% | +10.6% | -29.4% | -21.3% |
| 3M | -3.8% | +35.4% | -39.2% | -11.2% |
| 6M | +121.1% | -9.5% | +130.7% | +122.5% |
| YTD | +113.3% | +21.8% | +91.4% | +100.5% |
| 1Y | +173.5% | +84.1% | +89.4% | +134.5% |
| 3Y | -63.9% | +817.4% | -881.3% | -79.1% |
| 5Y | -90.7% | +830.1% | -920.8% | -95.0% |
| All | -99.2% | +423.2% | -522.3% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling