-100.0%
FCEL vs IWD
+728.9%
-828.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.4% | +11.9% | +12.1% |
| 7D | -11.2% | -0.5% | -10.8% | -10.5% |
| 30D | -45.8% | +2.7% | -48.4% | -48.1% |
| 3M | -51.0% | +0.9% | -51.9% | -51.7% |
| 6M | -22.2% | +10.5% | -32.8% | -34.2% |
| YTD | +36.3% | +23.7% | +12.6% | -3.9% |
| 1Y | +29.0% | +28.7% | +0.3% | -14.6% |
| 3Y | -70.9% | +79.7% | -150.6% | -88.5% |
| 5Y | -96.3% | +69.7% | -166.0% | -98.2% |
| 10Y | -99.1% | +211.4% | -310.5% | -99.8% |
| All | -100.0% | +728.9% | -828.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling