+30.7%
IEMG vs FCEL
+180.7%
-150.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | -1.3% | +6.3% | -7.6% | -1.8% |
| 30D | +1.9% | -26.7% | +28.6% | +3.6% |
| 3M | +1.4% | -10.2% | +11.6% | +1.0% |
| 6M | +15.2% | +123.5% | -108.3% | +8.0% |
| YTD | +23.8% | +117.4% | -93.6% | +15.9% |
| 1Y | +30.7% | +146.0% | -115.3% | +20.8% |
| All | +30.7% | +180.7% | -150.1% | +20.8% |
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