-90.5%
FCEL vs IAG
+804.8%
-895.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -7.3% |
| 7D | +15.1% | +1.7% | +13.4% | +14.4% |
| 30D | -16.4% | +11.4% | -27.9% | -19.4% |
| 3M | -5.3% | +33.0% | -38.3% | -13.0% |
| 6M | +124.5% | -6.0% | +130.5% | +123.1% |
| YTD | +126.7% | +24.6% | +102.1% | +110.0% |
| 1Y | +219.9% | +105.0% | +114.9% | +164.0% |
| 3Y | -61.6% | +837.9% | -899.5% | -78.8% |
| 5Y | -90.5% | +817.0% | -907.5% | -95.3% |
| All | -90.5% | +804.8% | -895.4% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling