+218.0%
IAU vs FCEL
-99.2%
+317.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | -1.6% |
| 7D | -3.4% | +6.3% | -9.6% | -3.5% |
| 30D | -1.1% | -18.8% | +17.7% | -0.9% |
| 3M | +5.8% | -3.8% | +9.7% | +5.5% |
| 6M | -16.9% | +121.1% | -138.1% | -18.1% |
| YTD | +0.1% | +113.3% | -113.1% | -1.3% |
| 1Y | +18.4% | +173.5% | -155.1% | +16.3% |
| 3Y | +123.6% | -63.9% | +187.5% | +121.5% |
| 5Y | +138.7% | -90.7% | +229.4% | +137.6% |
| All | +218.0% | -99.2% | +317.1% | +201.4% |
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