-100.0%
FCEL vs IWF
+670.6%
-770.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.4% | -3.8% |
| 7D | -2.8% | +2.8% | -5.6% | -6.6% |
| 30D | -31.6% | -7.5% | -24.1% | -20.4% |
| 3M | -52.4% | -8.5% | -43.9% | -43.0% |
| 6M | -51.4% | -7.4% | -44.0% | -39.7% |
| YTD | +32.4% | -2.6% | +35.1% | +53.0% |
| 1Y | +37.5% | -1.8% | +39.3% | +57.0% |
| 3Y | -69.3% | +65.5% | -134.7% | -85.1% |
| 5Y | -97.1% | +55.8% | -153.0% | -98.3% |
| 10Y | -99.1% | +384.9% | -484.0% | -99.9% |
| All | -100.0% | +670.6% | -770.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling