+210.7%
IAU vs FCEL
-99.1%
+309.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.2% |
| 7D | -4.6% | -2.8% | -1.8% | -4.6% |
| 30D | -5.4% | -31.6% | +26.2% | -5.0% |
| 3M | -10.9% | -52.4% | +41.5% | -10.2% |
| 6M | -17.4% | -51.4% | +34.0% | -17.1% |
| YTD | -10.2% | +32.4% | -42.6% | -11.1% |
| 1Y | -7.1% | +37.5% | -44.6% | -8.1% |
| 3Y | +97.7% | -69.3% | +167.0% | +96.5% |
| 5Y | +105.3% | -97.1% | +202.4% | +106.2% |
| All | +210.7% | -99.1% | +309.8% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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