-100.0%
FCEL vs IAG
+299.6%
-399.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.1% | -1.2% | -5.3% |
| 7D | +14.8% | -2.1% | +16.8% | +15.5% |
| 30D | -33.9% | -6.2% | -27.7% | -33.0% |
| 3M | -52.7% | -5.1% | -47.6% | -52.3% |
| 6M | -40.0% | -10.0% | -30.0% | -38.8% |
| YTD | +40.2% | +3.9% | +36.3% | +38.0% |
| 1Y | +32.9% | +18.9% | +14.1% | +27.2% |
| 3Y | -66.8% | +651.8% | -718.6% | -78.3% |
| 5Y | -97.0% | +416.3% | -513.2% | -98.0% |
| 10Y | -99.1% | +377.4% | -476.5% | -99.4% |
| All | -100.0% | +299.6% | -399.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling