+24.0%
IJR vs FCEL
+269.1%
-245.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -0.2% | -15.8% | +15.7% | +0.4% |
| 30D | -2.4% | -29.3% | +26.9% | -1.4% |
| 3M | +3.9% | -30.1% | +34.1% | +4.1% |
| 6M | +12.4% | +74.4% | -62.1% | +6.8% |
| YTD | +21.5% | +104.5% | -83.0% | +13.9% |
| 1Y | +24.0% | +281.4% | -257.4% | +14.2% |
| All | +24.0% | +269.1% | -245.2% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling