-99.1%
FCEL vs IWD
+195.0%
-294.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -5.7% |
| 7D | +15.1% | -1.2% | +16.2% | +17.3% |
| 30D | -16.4% | -1.6% | -14.8% | -14.2% |
| 3M | -5.3% | +7.0% | -12.3% | -17.6% |
| 6M | +124.5% | +17.0% | +107.6% | +68.1% |
| YTD | +126.7% | +21.6% | +105.0% | +59.2% |
| 1Y | +219.9% | +28.0% | +191.9% | +108.6% |
| 3Y | -61.6% | +70.6% | -132.2% | -84.6% |
| 5Y | -90.5% | +73.3% | -163.8% | -95.9% |
| 10Y | -99.1% | +200.5% | -299.6% | -99.8% |
| All | -99.1% | +195.0% | -294.1% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling