-90.5%
FCEL vs IWF
+72.9%
-163.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -5.9% |
| 7D | +15.1% | +0.5% | +14.5% | +14.0% |
| 30D | -16.4% | -1.4% | -15.1% | -14.3% |
| 3M | -5.3% | +0.4% | -5.7% | -1.7% |
| 6M | +124.5% | +8.5% | +116.1% | +109.6% |
| YTD | +126.7% | +3.7% | +123.0% | +127.9% |
| 1Y | +219.9% | +8.5% | +211.4% | +204.6% |
| 3Y | -61.6% | +78.5% | -140.2% | -85.4% |
| 5Y | -90.5% | +73.6% | -164.2% | -95.6% |
| All | -90.5% | +72.9% | -163.4% | -95.6% |
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