+40.0%
IGV vs FCEL
-58.3%
+98.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.6% | -2.5% |
| 7D | -3.3% | +4.0% | -7.3% | -3.5% |
| 30D | 0.0% | -13.1% | +13.0% | +0.3% |
| 3M | +7.3% | +14.6% | -7.2% | +5.5% |
| 6M | +16.7% | +133.7% | -117.0% | +9.4% |
| YTD | -2.8% | +143.0% | -145.8% | -9.5% |
| 1Y | -6.7% | +320.9% | -327.5% | -15.6% |
| All | +40.0% | -58.3% | +98.3% | +35.7% |
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 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