+356.3%
IGV vs FCEL
-99.2%
+455.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | -0.3% |
| 7D | -5.4% | +6.3% | -11.6% | -5.8% |
| 30D | -2.6% | -18.8% | +16.2% | -1.9% |
| 3M | +10.5% | -3.8% | +14.3% | +9.0% |
| 6M | +18.2% | +121.1% | -103.0% | +9.5% |
| YTD | -4.2% | +113.3% | -117.5% | -11.5% |
| 1Y | -9.8% | +173.5% | -183.3% | -18.5% |
| 3Y | +39.1% | -63.9% | +103.0% | +33.5% |
| 5Y | +21.2% | -90.7% | +111.9% | +22.3% |
| All | +356.3% | -99.2% | +455.5% | +400.5% |
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