-99.0%
FCEL vs IBB
+130.8%
-229.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -3.5% |
| 7D | -8.3% | +0.8% | -9.1% | -8.5% |
| 30D | -43.0% | +5.2% | -48.2% | -46.2% |
| 3M | -48.2% | +8.6% | -56.7% | -54.2% |
| 6M | -25.0% | +27.8% | -52.8% | -46.8% |
| YTD | +40.6% | +28.8% | +11.8% | -2.7% |
| 1Y | +36.0% | +36.4% | -0.4% | -14.1% |
| 3Y | -66.7% | +89.3% | -156.1% | -86.0% |
| 5Y | -96.7% | +43.3% | -139.9% | -97.8% |
| 10Y | -99.0% | +130.6% | -229.7% | -99.6% |
| All | -99.0% | +130.8% | -229.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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