-2.5%
IEF vs FCEL
+175.4%
-178.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.8% |
| 7D | -1.2% | +6.3% | -7.5% | -1.2% |
| 30D | -1.5% | -18.8% | +17.3% | -1.5% |
| 3M | -1.7% | -3.8% | +2.2% | -1.6% |
| 6M | -3.5% | +121.1% | -124.7% | -2.8% |
| YTD | -2.6% | +113.3% | -115.9% | -1.9% |
| All | -2.5% | +175.4% | -178.0% | -1.5% |
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 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