-97.0%
FCEL vs IRM
+187.5%
-284.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.8% | -4.9% |
| 7D | -2.8% | +6.8% | -9.6% | -8.6% |
| 30D | -31.6% | +2.6% | -34.2% | -32.4% |
| 3M | -52.4% | -9.5% | -42.9% | -46.5% |
| 6M | -51.4% | -8.5% | -42.9% | -44.7% |
| YTD | +32.4% | +40.3% | -7.9% | +4.4% |
| 1Y | +37.5% | +28.7% | +8.8% | +16.3% |
| 3Y | -69.3% | +111.8% | -181.1% | -87.0% |
| All | -97.0% | +187.5% | -284.5% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling