-73.9%
FCEL vs IP
+12.9%
-86.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -4.0% | -11.3% | -14.3% |
| 7D | -26.7% | -5.0% | -21.7% | -25.7% |
| 30D | -56.8% | +6.5% | -63.3% | -57.5% |
| 3M | -57.8% | -18.0% | -39.7% | -55.7% |
| 6M | -34.1% | +10.3% | -44.4% | -36.3% |
| YTD | +22.2% | -9.9% | +32.0% | +22.5% |
| 1Y | +5.2% | -1.1% | +6.2% | +2.2% |
| All | -73.9% | +12.9% | -86.8% | -79.8% |
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