+43.1%
FCEL vs IWD
+29.9%
+13.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +4.6% |
| 7D | +3.0% | +1.3% | +1.8% | +1.3% |
| 30D | -40.0% | +3.6% | -43.6% | -43.7% |
| 3M | -47.0% | +2.3% | -49.4% | -49.3% |
| 6M | -21.0% | +13.0% | -34.1% | -40.6% |
| YTD | +48.0% | +26.2% | +21.8% | -15.6% |
| All | +43.1% | +29.9% | +13.2% | -23.1% |
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