+42.4%
FCEL vs IWD
+33.0%
+9.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -10.8% |
| 7D | -14.9% | +2.5% | -17.4% | -19.1% |
| 30D | -41.7% | +6.0% | -47.6% | -48.3% |
| 3M | -53.2% | +3.8% | -56.9% | -56.8% |
| 6M | -19.0% | +16.3% | -35.4% | -44.1% |
| YTD | +44.2% | +27.5% | +16.7% | -23.3% |
| 1Y | +42.4% | +32.8% | +9.6% | -33.9% |
| All | +42.4% | +33.0% | +9.4% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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