-99.2%
FCEL vs IVZ
+64.1%
-163.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.5% |
| 7D | +6.3% | -2.4% | +8.7% | +8.0% |
| 30D | -18.8% | +2.5% | -21.3% | -20.3% |
| 3M | -3.8% | +17.1% | -20.9% | -14.2% |
| 6M | +121.1% | +35.1% | +86.0% | +76.7% |
| YTD | +113.3% | +24.3% | +89.0% | +80.7% |
| 1Y | +173.5% | +48.7% | +124.8% | +104.5% |
| 3Y | -63.9% | +135.6% | -199.5% | -81.7% |
| 5Y | -90.7% | +60.3% | -151.0% | -93.5% |
| All | -99.2% | +64.1% | -163.3% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling