-61.9%
FCEL vs IFF
+29.0%
-90.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +6.3% | -3.2% | +9.5% | +7.4% |
| 30D | -26.7% | -0.3% | -26.4% | -26.8% |
| 3M | -10.2% | +8.4% | -18.6% | -13.7% |
| 6M | +123.5% | +23.0% | +100.5% | +99.1% |
| YTD | +117.4% | +25.5% | +91.9% | +89.2% |
| 1Y | +146.0% | +29.1% | +116.9% | +107.9% |
| 3Y | -61.9% | +31.7% | -93.5% | -75.2% |
| All | -61.9% | +29.0% | -90.9% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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