+1,135.5%
IJR vs FCEL
-100.0%
+1,235.4%
-58.2%
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 | -1.1% | +15.1% | -16.2% | -2.5% |
| 30D | -3.6% | -16.4% | +12.8% | -2.6% |
| 3M | +2.3% | -5.3% | +7.6% | -0.1% |
| 6M | +14.3% | +124.5% | -110.2% | +0.3% |
| YTD | +19.3% | +126.7% | -107.4% | +3.8% |
| 1Y | +22.6% | +219.9% | -197.3% | +1.4% |
| 3Y | +53.5% | -61.6% | +115.2% | +42.7% |
| 5Y | +39.9% | -90.5% | +130.4% | +40.6% |
| 10Y | +172.1% | -99.1% | +271.2% | +158.9% |
| All | +1,135.5% | -100.0% | +1,235.4% | +1,049.0% |
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