+39.8%
IJR vs FCEL
-90.6%
+130.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -2.2% | +6.3% | -8.5% | -2.8% |
| 30D | -4.6% | -26.7% | +22.1% | -2.6% |
| 3M | +0.2% | -10.2% | +10.4% | -1.7% |
| 6M | +14.7% | +123.5% | -108.8% | -0.2% |
| YTD | +18.9% | +117.4% | -98.5% | +2.8% |
| 1Y | +19.9% | +146.0% | -126.0% | +0.2% |
| 3Y | +53.0% | -61.9% | +114.9% | +47.3% |
| All | +39.8% | -90.6% | +130.4% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling