-65.9%
FCEL vs IWD
+73.3%
-139.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +3.3% |
| 7D | -15.8% | -0.3% | -15.6% | -15.5% |
| 30D | -29.3% | +0.6% | -29.9% | -30.4% |
| 3M | -30.1% | +7.2% | -37.4% | -40.6% |
| 6M | +74.4% | +16.2% | +58.2% | +25.2% |
| YTD | +104.5% | +23.3% | +81.2% | +29.5% |
| 1Y | +281.4% | +29.6% | +251.8% | +122.2% |
| All | -65.9% | +73.3% | -139.2% | -93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling