-62.6%
FCEL vs IWF
+75.5%
-138.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -4.5% |
| 7D | +6.3% | -1.7% | +8.0% | +9.1% |
| 30D | -18.8% | -1.8% | -17.0% | -16.4% |
| 3M | -3.8% | +1.5% | -5.3% | -2.1% |
| 6M | +121.1% | +7.7% | +113.4% | +113.8% |
| YTD | +113.3% | +2.7% | +110.6% | +117.5% |
| 1Y | +173.5% | +6.8% | +166.7% | +172.1% |
| All | -62.6% | +75.5% | -138.1% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling