+219.9%
FCEL vs IRM
+29.2%
+190.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -5.9% |
| 7D | +15.1% | +3.0% | +12.0% | +11.4% |
| 30D | -16.4% | -5.2% | -11.2% | -11.0% |
| 3M | -5.3% | -8.0% | +2.8% | +4.0% |
| 6M | +124.5% | +9.2% | +115.4% | +120.7% |
| YTD | +126.7% | +41.0% | +85.7% | +82.8% |
| 1Y | +219.9% | +23.3% | +196.6% | +191.1% |
| All | +219.9% | +29.2% | +190.7% | +191.1% |
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