+293.0%
IBKR vs FCEL
-62.7%
+355.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | -1.3% | +6.3% | -7.6% | -1.8% |
| 30D | -0.2% | -26.7% | +26.4% | +1.2% |
| 3M | +3.0% | -10.2% | +13.1% | +2.1% |
| 6M | +33.9% | +123.5% | -89.6% | +24.1% |
| YTD | +42.5% | +117.4% | -74.9% | +32.1% |
| 1Y | +44.9% | +146.0% | -101.1% | +32.9% |
| 3Y | +293.0% | -61.9% | +354.9% | +269.0% |
| All | +293.0% | -62.7% | +355.7% | +269.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling