+264.9%
ICE vs FCEL
-99.1%
+364.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +5.9% | +0.5% |
| 7D | +3.6% | -2.8% | +6.4% | +3.7% |
| 30D | +15.1% | -31.6% | +46.7% | +15.9% |
| 3M | +15.4% | -52.4% | +67.8% | +16.9% |
| 6M | +16.1% | -51.4% | +67.5% | +16.3% |
| YTD | +11.4% | +32.4% | -21.1% | +7.8% |
| 1Y | +18.5% | +37.5% | -19.0% | +14.4% |
| 3Y | +70.5% | -69.3% | +139.8% | +67.2% |
| 5Y | +40.9% | -97.1% | +138.1% | +44.6% |
| All | +264.9% | -99.1% | +364.0% | +256.6% |
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