-99.8%
FCEL vs IFF
+507.2%
-606.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.7% |
| 7D | +6.3% | -2.8% | +9.1% | +8.1% |
| 30D | -18.8% | -1.1% | -17.7% | -18.7% |
| 3M | -3.8% | +13.8% | -17.7% | -12.7% |
| 6M | +121.1% | +16.7% | +104.5% | +91.2% |
| YTD | +113.3% | +26.1% | +87.1% | +74.3% |
| 1Y | +173.5% | +33.5% | +140.0% | +114.0% |
| 3Y | -63.9% | +31.6% | -95.5% | -72.0% |
| 5Y | -90.7% | -34.9% | -55.8% | -89.0% |
| 10Y | -99.2% | -20.3% | -78.9% | -99.2% |
| All | -99.8% | +507.2% | -606.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling