+42.4%
FCEL vs IRM
+19.5%
+23.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -7.9% |
| 7D | -14.9% | +2.6% | -17.4% | -17.3% |
| 30D | -41.7% | +5.6% | -47.3% | -44.5% |
| 3M | -53.2% | -4.7% | -48.4% | -50.2% |
| 6M | -19.0% | -6.1% | -12.9% | -12.0% |
| YTD | +44.2% | +46.3% | -2.1% | +25.5% |
| 1Y | +42.4% | +18.7% | +23.7% | +41.1% |
| All | +42.4% | +19.5% | +23.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling