-69.3%
FCEL vs IBB
+86.1%
-155.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -5.0% |
| 7D | -2.8% | -0.5% | -2.3% | -1.7% |
| 30D | -31.6% | +4.6% | -36.2% | -34.5% |
| 3M | -52.4% | +6.8% | -59.2% | -57.0% |
| 6M | -51.4% | +23.1% | -74.5% | -64.0% |
| YTD | +32.4% | +26.0% | +6.4% | -6.5% |
| 1Y | +37.5% | +30.4% | +7.1% | -9.2% |
| 3Y | -69.3% | +85.4% | -154.7% | -90.7% |
| All | -69.3% | +86.1% | -155.4% | -90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling