+876.7%
IAU vs FCEL
-100.0%
+976.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -0.9% |
| 7D | -0.5% | -15.8% | +15.3% | -0.4% |
| 30D | +4.4% | -29.3% | +33.7% | +4.7% |
| 3M | -1.1% | -30.1% | +29.1% | -1.0% |
| 6M | -13.7% | +74.4% | -88.2% | -14.5% |
| YTD | +2.7% | +104.5% | -101.8% | +1.7% |
| 1Y | +24.6% | +281.4% | -256.7% | +22.8% |
| 3Y | +126.8% | -66.1% | +192.9% | +125.4% |
| 5Y | +139.5% | -91.9% | +231.3% | +138.8% |
| 10Y | +226.3% | -99.2% | +325.5% | +221.3% |
| All | +876.7% | -100.0% | +976.7% | +866.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling