-99.0%
FCEL vs IWD
+203.8%
-302.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -8.3% | +1.6% | -9.9% | -10.6% |
| 30D | -43.0% | +3.6% | -46.6% | -46.5% |
| 3M | -48.2% | +2.0% | -50.2% | -50.0% |
| 6M | -25.0% | +13.1% | -38.0% | -40.0% |
| YTD | +40.6% | +26.2% | +14.4% | -7.3% |
| 1Y | +36.0% | +29.6% | +6.4% | -14.2% |
| 3Y | -66.7% | +84.3% | -151.1% | -88.5% |
| 5Y | -96.7% | +73.4% | -170.1% | -98.6% |
| 10Y | -99.0% | +202.4% | -301.5% | -99.9% |
| All | -99.0% | +203.8% | -302.8% | -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