-100.0%
FCEL vs IAG
+368.9%
-468.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.8% | +20.6% | +19.2% |
| 7D | +4.0% | +4.3% | -0.3% | +2.8% |
| 30D | -13.1% | +9.8% | -22.8% | -15.1% |
| 3M | +14.6% | +28.9% | -14.3% | +8.4% |
| 6M | +133.7% | -7.6% | +141.3% | +134.3% |
| YTD | +143.0% | +22.0% | +121.0% | +130.9% |
| 1Y | +320.9% | +99.5% | +221.3% | +264.2% |
| 3Y | -58.9% | +818.3% | -877.2% | -74.3% |
| 5Y | -89.7% | +785.9% | -875.6% | -93.9% |
| 10Y | -99.1% | +381.1% | -480.2% | -99.5% |
| All | -100.0% | +368.9% | -468.8% | -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