-99.0%
FCEL vs IP
+22.3%
-121.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.3% | +7.9% | +7.3% |
| 7D | +3.9% | -2.8% | +6.7% | +6.1% |
| 30D | -33.1% | +9.2% | -42.3% | -36.6% |
| 3M | -43.0% | -16.1% | -26.8% | -37.1% |
| 6M | -31.3% | +9.6% | -40.9% | -36.3% |
| YTD | +49.8% | -8.8% | +58.6% | +48.7% |
| 1Y | +48.2% | -5.5% | +53.7% | +43.3% |
| 3Y | -64.6% | +19.6% | -84.2% | -74.8% |
| 5Y | -96.7% | -13.5% | -83.3% | -97.0% |
| 10Y | -99.0% | +22.4% | -121.4% | -99.5% |
| All | -99.0% | +22.3% | -121.3% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling