+363.6%
IGV vs FCEL
-99.1%
+462.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | 0.0% |
| 7D | +2.3% | -2.8% | +5.1% | +2.5% |
| 30D | -6.0% | -31.6% | +25.6% | -4.3% |
| 3M | -4.8% | -52.4% | +47.6% | -1.8% |
| 6M | +14.2% | -51.4% | +65.6% | +15.3% |
| YTD | -4.2% | +32.4% | -36.7% | -9.7% |
| 1Y | -5.3% | +37.5% | -42.8% | -11.1% |
| 3Y | +38.8% | -69.3% | +108.0% | +34.0% |
| 5Y | +14.2% | -97.1% | +111.3% | +20.8% |
| All | +363.6% | -99.1% | +462.7% | +419.7% |
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