-99.2%
FCEL vs IRM
+430.1%
-529.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -4.3% |
| 7D | +6.3% | -1.8% | +8.1% | +7.9% |
| 30D | -18.8% | -7.8% | -11.0% | -12.8% |
| 3M | -3.8% | -7.9% | +4.0% | +4.1% |
| 6M | +121.1% | +6.3% | +114.8% | +116.1% |
| YTD | +113.3% | +38.2% | +75.1% | +69.1% |
| 1Y | +173.5% | +19.8% | +153.7% | +141.8% |
| 3Y | -63.9% | +98.8% | -162.7% | -80.6% |
| 5Y | -90.7% | +191.8% | -282.5% | -96.3% |
| All | -99.2% | +430.1% | -529.2% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling