-89.7%
FCEL vs IRM
+192.5%
-282.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.7% | +19.5% | +19.4% |
| 7D | +4.0% | +1.6% | +2.4% | +2.7% |
| 30D | -13.1% | -4.2% | -8.9% | -9.4% |
| 3M | +14.6% | -5.4% | +19.9% | +21.7% |
| 6M | +133.7% | +12.0% | +121.7% | +118.8% |
| YTD | +143.0% | +42.0% | +100.9% | +87.7% |
| 1Y | +320.9% | +29.9% | +291.0% | +250.7% |
| 3Y | -58.9% | +104.4% | -163.2% | -81.0% |
| 5Y | -89.7% | +191.0% | -280.7% | -96.8% |
| All | -89.7% | +192.5% | -282.2% | -96.8% |
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 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