+19.9%
FCEL vs IRE
-97.2%
+117.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +39.6% | -28.0% | +1.1% |
| 7D | -11.2% | -27.2% | +15.9% | -6.6% |
| 30D | -45.8% | -75.1% | +29.3% | -26.9% |
| 3M | -51.0% | -77.9% | +26.9% | -34.2% |
| 6M | -22.2% | -94.6% | +72.3% | +26.3% |
| YTD | +36.3% | -91.5% | +127.8% | +86.9% |
| 1Y | +29.0% | -97.8% | +126.8% | +117.1% |
| All | +19.9% | -97.2% | +117.1% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling