-99.1%
FCEL vs IWF
+422.7%
-521.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.7% |
| 7D | +6.3% | -0.9% | +7.2% | +7.9% |
| 30D | -26.7% | -1.7% | -24.9% | -24.6% |
| 3M | -10.2% | +0.7% | -10.8% | -7.3% |
| 6M | +123.5% | +8.6% | +114.9% | +109.2% |
| YTD | +117.4% | +3.5% | +113.9% | +119.6% |
| 1Y | +146.0% | +7.0% | +138.9% | +139.4% |
| 3Y | -61.9% | +76.3% | -138.2% | -83.8% |
| 5Y | -90.5% | +74.8% | -165.3% | -95.5% |
| All | -99.1% | +422.7% | -521.9% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling