-62.6%
FCEL vs IOT
+24.0%
-86.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | +6.3% | -0.8% | +7.1% | +6.5% |
| 30D | -18.8% | -4.7% | -14.1% | -18.1% |
| 3M | -3.8% | +17.8% | -21.6% | -8.8% |
| 6M | +121.1% | +16.8% | +104.3% | +107.0% |
| YTD | +113.3% | +8.4% | +104.8% | +100.1% |
| 1Y | +173.5% | -0.8% | +174.3% | +164.2% |
| All | -62.6% | +24.0% | -86.7% | -73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling