+42.4%
FCEL vs IWF
-1.6%
+44.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -7.2% |
| 7D | -14.9% | -4.2% | -10.7% | -2.6% |
| 30D | -41.7% | -8.1% | -33.5% | -22.3% |
| 3M | -53.2% | -5.1% | -48.1% | -43.2% |
| 6M | -19.0% | -1.4% | -17.6% | -4.1% |
| YTD | +44.2% | -0.1% | +44.3% | +65.1% |
| 1Y | +42.4% | -1.3% | +43.7% | +65.5% |
| All | +42.4% | -1.6% | +44.1% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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