+18.9%
IWM vs FCEL
+32.6%
-13.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +1.8% |
| 7D | +1.0% | -14.9% | +15.8% | +1.8% |
| 30D | +0.2% | -41.7% | +41.9% | +2.7% |
| 3M | -5.6% | -53.2% | +47.5% | -2.5% |
| 6M | +2.7% | -19.0% | +21.8% | +0.5% |
| YTD | +16.2% | +44.2% | -28.0% | +6.3% |
| 1Y | +18.9% | +42.4% | -23.5% | +7.5% |
| All | +18.9% | +32.6% | -13.6% | +7.5% |
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 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