+1,055.9%
IJH vs FCEL
-100.0%
+1,155.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.6% | -0.5% |
| 7D | -0.7% | +15.1% | -15.8% | -2.0% |
| 30D | -3.8% | -16.4% | +12.6% | -2.9% |
| 3M | 0.0% | -5.3% | +5.3% | -2.1% |
| 6M | +8.8% | +124.5% | -115.8% | -3.5% |
| YTD | +13.5% | +126.7% | -113.2% | 0.0% |
| 1Y | +15.4% | +219.9% | -204.5% | -3.0% |
| 3Y | +50.9% | -61.6% | +112.6% | +41.0% |
| 5Y | +47.8% | -90.5% | +138.3% | +48.3% |
| 10Y | +183.1% | -99.1% | +282.2% | +169.4% |
| All | +1,055.9% | -100.0% | +1,155.8% | +950.6% |
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