-9.2%
IEF vs FCEL
-91.3%
+82.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.7% |
| 7D | -1.2% | +6.3% | -7.5% | -1.2% |
| 30D | -1.5% | -18.8% | +17.3% | -1.4% |
| 3M | -1.7% | -3.8% | +2.2% | -1.8% |
| 6M | -3.5% | +121.1% | -124.7% | -4.4% |
| YTD | -2.6% | +113.3% | -115.9% | -3.6% |
| 1Y | -2.4% | +173.5% | -175.9% | -3.7% |
| 3Y | +8.9% | -63.9% | +72.8% | +9.0% |
| 5Y | -9.2% | -90.7% | +81.4% | -8.6% |
| All | -9.2% | -91.3% | +82.0% | -8.6% |
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 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