+42.4%
FCEL vs IVZ
+30.5%
+11.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.2% | -10.2% | -9.8% |
| 7D | -14.9% | +2.6% | -17.5% | -17.0% |
| 30D | -41.7% | -3.5% | -38.2% | -39.6% |
| 3M | -53.2% | -7.4% | -45.8% | -49.7% |
| 6M | -19.0% | +14.7% | -33.7% | -26.2% |
| YTD | +44.2% | +14.6% | +29.6% | +23.5% |
| 1Y | +42.4% | +30.7% | +11.7% | +7.0% |
| All | +42.4% | +30.5% | +11.9% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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