+30.2%
FCEL vs IRE
-97.3%
+127.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.5% | +11.1% | +9.3% |
| 7D | +3.0% | -15.5% | +18.6% | +4.5% |
| 30D | -40.0% | -70.4% | +30.4% | -22.3% |
| 3M | -47.0% | -81.6% | +34.6% | -25.4% |
| 6M | -21.0% | -94.7% | +73.7% | +29.1% |
| YTD | +48.0% | -91.8% | +139.8% | +104.3% |
| 1Y | +43.9% | -97.6% | +141.4% | +136.3% |
| All | +30.2% | -97.3% | +127.5% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling