+144.5%
IBM vs FCEL
-99.1%
+243.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.7% | +10.1% | +3.6% |
| 7D | +3.6% | +15.1% | -11.5% | +3.1% |
| 30D | +1.5% | -16.4% | +18.0% | +1.8% |
| 3M | -12.9% | -5.3% | -7.7% | -13.8% |
| 6M | -3.9% | +124.5% | -128.4% | -8.0% |
| YTD | -17.3% | +126.7% | -144.0% | -21.1% |
| 1Y | -5.0% | +219.9% | -224.9% | -10.9% |
| 3Y | +78.2% | -61.6% | +139.9% | +73.4% |
| 5Y | +120.6% | -90.5% | +211.1% | +119.3% |
| 10Y | +144.5% | -99.1% | +243.6% | +141.6% |
| All | +144.5% | -99.1% | +243.6% | +141.6% |
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