+140.8%
IEMG vs FCEL
-99.1%
+239.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | -1.3% | +6.3% | -7.6% | -1.6% |
| 30D | +1.9% | -26.7% | +28.6% | +3.1% |
| 3M | +1.4% | -10.2% | +11.6% | +0.8% |
| 6M | +15.2% | +123.5% | -108.3% | +8.9% |
| YTD | +23.8% | +117.4% | -93.6% | +16.8% |
| 1Y | +30.7% | +146.0% | -115.3% | +21.7% |
| 3Y | +83.3% | -61.9% | +145.2% | +77.6% |
| 5Y | +48.8% | -90.5% | +139.3% | +48.8% |
| All | +140.8% | -99.1% | +239.9% | +154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling