+147.3%
IBM vs FCEL
-99.1%
+246.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.2% |
| 7D | +1.6% | -2.8% | +4.4% | +1.6% |
| 30D | +9.2% | -31.6% | +40.8% | +10.2% |
| 3M | +4.9% | -52.4% | +57.3% | +6.6% |
| 6M | +16.8% | -51.4% | +68.2% | +17.1% |
| YTD | -14.3% | +32.4% | -46.7% | -17.3% |
| 1Y | -16.7% | +37.5% | -54.2% | -19.9% |
| 3Y | +82.2% | -69.3% | +151.5% | +77.9% |
| 5Y | +149.9% | -97.1% | +247.1% | +156.8% |
| All | +147.3% | -99.1% | +246.4% | +152.1% |
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