+18.5%
ICE vs FCEL
+28.7%
-10.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +5.9% | +0.2% |
| 7D | +3.6% | -2.8% | +6.4% | +3.6% |
| 30D | +15.1% | -31.6% | +46.7% | +14.4% |
| 3M | +15.4% | -52.4% | +67.8% | +14.3% |
| 6M | +16.1% | -51.4% | +67.5% | +14.7% |
| YTD | +11.4% | +32.4% | -21.1% | +9.8% |
| 1Y | +18.5% | +37.5% | -19.0% | +15.6% |
| All | +18.5% | +28.7% | -10.3% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling