+50.4%
IJH vs FCEL
-62.7%
+113.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -1.9% | +6.3% | -8.1% | -2.2% |
| 30D | -4.6% | -26.7% | +22.0% | -3.4% |
| 3M | -1.2% | -10.2% | +9.0% | -2.1% |
| 6M | +9.4% | +123.5% | -114.1% | +1.0% |
| YTD | +13.3% | +117.4% | -104.0% | +4.2% |
| 1Y | +13.4% | +146.0% | -132.6% | +2.3% |
| 3Y | +50.4% | -61.9% | +112.3% | +49.5% |
| All | +50.4% | -62.7% | +113.1% | +49.5% |
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 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