-70.9%
FCEL vs IP
+13.9%
-84.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.8% | +10.6% | +11.3% |
| 7D | -11.3% | -5.1% | -6.2% | -10.1% |
| 30D | -45.8% | +8.5% | -54.3% | -47.0% |
| 3M | -51.0% | -13.8% | -37.2% | -49.2% |
| 6M | -22.3% | +5.7% | -28.0% | -24.2% |
| YTD | +36.2% | -9.1% | +45.3% | +36.3% |
| 1Y | +29.0% | -0.8% | +29.8% | +25.3% |
| 3Y | -70.9% | +14.8% | -85.7% | -77.6% |
| All | -70.9% | +13.9% | -84.8% | -77.6% |
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