+42.4%
FCEL vs IOT
+8.2%
+34.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.1% | -10.1% | -5.8% |
| 7D | -14.9% | -0.5% | -14.4% | -14.8% |
| 30D | -41.7% | +1.0% | -42.7% | -41.6% |
| 3M | -53.2% | +10.9% | -64.1% | -52.8% |
| 6M | -19.0% | +39.9% | -58.9% | -20.7% |
| YTD | +44.2% | +20.8% | +23.4% | +40.0% |
| 1Y | +42.4% | +10.6% | +31.9% | +39.4% |
| All | +42.4% | +8.2% | +34.3% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling