-90.5%
FCEL vs IVZ
+61.5%
-152.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.0% |
| 7D | +15.1% | +1.2% | +13.9% | +13.4% |
| 30D | -16.4% | +1.8% | -18.2% | -17.7% |
| 3M | -5.3% | +15.7% | -21.0% | -16.7% |
| 6M | +124.5% | +36.3% | +88.2% | +69.7% |
| YTD | +126.7% | +24.9% | +101.7% | +83.8% |
| 1Y | +219.9% | +48.9% | +170.9% | +123.3% |
| 3Y | -61.6% | +136.8% | -198.5% | -84.0% |
| 5Y | -90.5% | +60.0% | -150.5% | -93.7% |
| All | -90.5% | +61.5% | -152.0% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling