+973.2%
IGV vs FCEL
-100.0%
+1,073.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | -4.5% | -15.8% | +11.3% | -3.2% |
| 30D | +3.2% | -29.3% | +32.5% | +5.8% |
| 3M | +4.5% | -30.1% | +34.7% | +4.8% |
| 6M | +22.1% | +74.4% | -52.3% | +10.5% |
| YTD | -1.0% | +104.5% | -105.6% | -12.2% |
| 1Y | -2.1% | +281.4% | -283.5% | -19.2% |
| 3Y | +44.6% | -66.1% | +110.7% | +36.0% |
| 5Y | +22.2% | -91.9% | +114.0% | +25.1% |
| 10Y | +364.7% | -99.2% | +463.9% | +359.2% |
| All | +973.2% | -100.0% | +1,073.2% | +953.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling