-99.1%
FCEL vs IWD
+203.0%
-302.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -6.0% |
| 7D | -2.8% | +2.3% | -5.1% | -6.5% |
| 30D | -31.6% | +3.6% | -35.2% | -35.7% |
| 3M | -52.4% | +2.2% | -54.6% | -54.1% |
| 6M | -51.4% | +13.0% | -64.4% | -61.1% |
| YTD | +32.4% | +26.5% | +5.9% | -13.0% |
| 1Y | +37.5% | +30.1% | +7.4% | -14.0% |
| 3Y | -69.3% | +84.9% | -154.1% | -89.4% |
| 5Y | -97.1% | +73.4% | -170.5% | -98.8% |
| All | -99.1% | +203.0% | -302.2% | -99.9% |
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 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