-99.1%
FCEL vs IAG
+389.3%
-488.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.6% | -5.8% |
| 7D | -2.8% | -7.7% | +4.9% | -0.7% |
| 30D | -31.6% | +1.6% | -33.2% | -31.9% |
| 3M | -52.4% | -2.4% | -50.0% | -52.3% |
| 6M | -51.4% | -7.8% | -43.6% | -50.6% |
| YTD | +32.4% | +5.0% | +27.4% | +29.2% |
| 1Y | +37.5% | +25.7% | +11.8% | +28.3% |
| 3Y | -69.3% | +694.5% | -763.8% | -82.0% |
| 5Y | -97.1% | +421.7% | -518.8% | -98.3% |
| All | -99.1% | +389.3% | -488.4% | -99.6% |
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