+29.0%
FCEL vs IP
-0.2%
+29.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.8% | +10.7% | +11.4% |
| 7D | -11.2% | -5.1% | -6.2% | -10.4% |
| 30D | -45.8% | +8.5% | -54.3% | -46.6% |
| 3M | -51.0% | -13.8% | -37.2% | -50.0% |
| 6M | -22.2% | +5.7% | -28.0% | -24.0% |
| YTD | +36.3% | -9.1% | +45.4% | +33.4% |
| 1Y | +29.0% | -0.8% | +29.8% | +26.0% |
| All | +29.0% | -0.2% | +29.2% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling