+129.8%
IEF vs FCEL
-100.0%
+229.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -0.3% | -15.8% | +15.5% | -0.4% |
| 30D | -0.8% | -29.3% | +28.5% | -0.9% |
| 3M | -1.0% | -30.1% | +29.2% | -1.0% |
| 6M | -2.8% | +74.4% | -77.2% | -2.1% |
| YTD | -1.5% | +104.5% | -106.0% | -0.7% |
| 1Y | -0.4% | +281.4% | -281.8% | +0.9% |
| 3Y | +9.7% | -66.1% | +75.8% | +10.0% |
| 5Y | -8.3% | -91.9% | +83.5% | -8.5% |
| 10Y | +4.6% | -99.2% | +103.8% | +4.3% |
| All | +129.8% | -100.0% | +229.8% | +135.4% |
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