+2,316.3%
ICE vs FCEL
-100.0%
+2,416.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 7D | -0.7% | -15.8% | +15.2% | +0.5% |
| 30D | +7.6% | -29.3% | +36.9% | +10.0% |
| 3M | +13.9% | -30.1% | +44.1% | +13.8% |
| 6M | -2.4% | +74.4% | -76.8% | -11.3% |
| YTD | +0.3% | +104.5% | -104.3% | -10.8% |
| 1Y | -6.4% | +281.4% | -287.8% | -22.6% |
| 3Y | +43.1% | -66.1% | +109.2% | +34.4% |
| 5Y | +42.1% | -91.9% | +134.0% | +42.9% |
| 10Y | +220.9% | -99.2% | +320.1% | +220.6% |
| All | +2,316.3% | -100.0% | +2,416.2% | +3,045.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling