-97.0%
FCEL vs IWF
+55.4%
-152.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.4% | -3.6% |
| 7D | -2.8% | +2.8% | -5.6% | -7.0% |
| 30D | -31.6% | -7.5% | -24.1% | -19.4% |
| 3M | -52.4% | -8.5% | -43.9% | -42.2% |
| 6M | -51.4% | -7.4% | -44.0% | -39.0% |
| YTD | +32.4% | -2.6% | +35.1% | +54.6% |
| 1Y | +37.5% | -1.8% | +39.3% | +58.7% |
| 3Y | -69.3% | +65.5% | -134.7% | -85.9% |
| All | -97.0% | +55.4% | -152.4% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling