-67.5%
FCEL vs IP
+20.2%
-87.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +7.9% |
| 7D | +3.0% | -3.0% | +6.1% | +3.9% |
| 30D | -40.0% | +10.6% | -50.6% | -41.6% |
| 3M | -47.0% | -13.6% | -33.5% | -45.2% |
| 6M | -21.0% | +10.4% | -31.4% | -23.7% |
| YTD | +48.0% | -6.5% | +54.5% | +47.1% |
| 1Y | +43.9% | -2.1% | +46.0% | +40.8% |
| 3Y | -67.5% | +22.0% | -89.5% | -76.0% |
| All | -67.5% | +20.2% | -87.7% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling