-96.9%
FCEL vs IWD
+68.9%
-165.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.4% | +11.9% | +12.3% |
| 7D | -11.2% | -0.5% | -10.8% | -10.3% |
| 30D | -45.8% | +2.7% | -48.4% | -49.0% |
| 3M | -51.0% | +0.9% | -51.9% | -52.1% |
| 6M | -22.2% | +10.5% | -32.8% | -38.4% |
| YTD | +36.3% | +23.7% | +12.6% | -16.1% |
| 1Y | +29.0% | +28.7% | +0.3% | -27.2% |
| 3Y | -70.9% | +79.7% | -150.6% | -92.5% |
| All | -96.9% | +68.9% | -165.8% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling