-97.0%
FCEL vs IP
-13.5%
-83.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.2% |
| 7D | -2.8% | -0.3% | -2.5% | -2.6% |
| 30D | -31.6% | +7.9% | -39.6% | -34.0% |
| 3M | -52.4% | -15.3% | -37.1% | -49.0% |
| 6M | -51.4% | +10.5% | -61.9% | -54.1% |
| YTD | +32.4% | -9.4% | +41.8% | +32.5% |
| 1Y | +37.5% | -4.6% | +42.1% | +33.6% |
| 3Y | -69.3% | +21.2% | -90.5% | -79.2% |
| All | -97.0% | -13.5% | -83.5% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling