-99.8%
FCEL vs IRM
+9,964.6%
-10,064.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.0% |
| 7D | -15.8% | -0.5% | -15.4% | -15.4% |
| 30D | -29.3% | -8.1% | -21.2% | -25.7% |
| 3M | -30.1% | -9.7% | -20.5% | -25.1% |
| 6M | +74.4% | +10.0% | +64.5% | +69.2% |
| YTD | +104.5% | +43.0% | +61.5% | +72.9% |
| 1Y | +281.4% | +32.7% | +248.7% | +236.6% |
| 3Y | -66.1% | +102.7% | -168.8% | -76.7% |
| 5Y | -91.9% | +187.6% | -279.4% | -95.2% |
| 10Y | -99.2% | +420.1% | -519.3% | -99.7% |
| All | -99.8% | +9,964.6% | -10,064.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling