-62.6%
FCEL vs IAG
+796.9%
-859.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.2% |
| 7D | +6.3% | -4.1% | +10.3% | +7.6% |
| 30D | -18.8% | +10.6% | -29.4% | -22.3% |
| 3M | -3.8% | +35.4% | -39.2% | -14.4% |
| 6M | +121.1% | -9.5% | +130.7% | +122.1% |
| YTD | +113.3% | +21.8% | +91.4% | +94.3% |
| 1Y | +173.5% | +84.1% | +89.4% | +119.5% |
| All | -62.6% | +796.9% | -859.5% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling