-99.0%
FCEL vs IP
+31.6%
-130.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +7.0% |
| 7D | +3.0% | -3.0% | +6.1% | +5.1% |
| 30D | -40.0% | +10.6% | -50.6% | -43.5% |
| 3M | -47.0% | -13.6% | -33.5% | -42.6% |
| 6M | -21.0% | +10.4% | -31.4% | -27.1% |
| YTD | +48.0% | -6.5% | +54.5% | +44.9% |
| 1Y | +43.9% | -2.1% | +46.0% | +36.3% |
| 3Y | -67.5% | +22.0% | -89.5% | -77.1% |
| 5Y | -96.7% | -9.7% | -87.0% | -97.0% |
| 10Y | -99.0% | +26.8% | -125.8% | -99.4% |
| All | -99.0% | +31.6% | -130.6% | -99.4% |
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