+43.9%
ICE vs FCEL
-96.5%
+140.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.5% | -4.1% | +2.2% |
| 7D | +3.2% | +3.9% | -0.6% | +3.1% |
| 30D | +14.7% | -33.1% | +47.8% | +15.7% |
| 3M | +19.8% | -43.0% | +62.8% | +21.0% |
| 6M | +15.2% | -31.3% | +46.5% | +13.7% |
| YTD | +12.7% | +49.8% | -37.1% | +6.5% |
| 1Y | +20.4% | +48.2% | -27.8% | +13.5% |
| 3Y | +70.8% | -64.6% | +135.3% | +67.6% |
| 5Y | +43.9% | -96.7% | +140.7% | +73.9% |
| All | +43.9% | -96.5% | +140.4% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling