+16.5%
FCEL vs IRE
-98.1%
+114.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -14.4% | +8.8% | -1.8% |
| 7D | -2.8% | -31.8% | +29.0% | +6.9% |
| 30D | -31.6% | -71.8% | +40.1% | -10.0% |
| 3M | -52.4% | -88.9% | +36.5% | -23.7% |
| 6M | -51.4% | -95.4% | +43.9% | -15.7% |
| YTD | +32.4% | -94.2% | +126.7% | +99.8% |
| 1Y | +37.5% | -97.1% | +134.6% | +120.5% |
| All | +16.5% | -98.1% | +114.6% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling