+81.1%
IEMG vs FCEL
-63.4%
+144.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | -1.7% |
| 7D | -0.9% | +6.3% | -7.1% | -1.3% |
| 30D | +2.1% | -18.8% | +20.9% | +3.0% |
| 3M | +4.6% | -3.8% | +8.4% | +3.5% |
| 6M | +14.0% | +121.1% | -107.1% | +6.6% |
| YTD | +22.3% | +113.3% | -90.9% | +14.1% |
| 1Y | +30.7% | +173.5% | -142.8% | +19.1% |
| All | +81.1% | -63.4% | +144.5% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling