+31.8%
FCEL vs IRE
-97.5%
+129.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +12.1% | -5.6% | +3.3% |
| 7D | +3.9% | -15.1% | +19.0% | +6.0% |
| 30D | -33.1% | -71.4% | +38.3% | -12.9% |
| 3M | -43.0% | -81.2% | +38.2% | -20.0% |
| 6M | -31.3% | -93.7% | +62.4% | +10.2% |
| YTD | +49.8% | -92.2% | +142.0% | +109.3% |
| 1Y | +48.2% | -97.3% | +145.4% | +137.2% |
| All | +31.8% | -97.5% | +129.2% | +105.7% |
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