+155.4%
IWM vs FCEL
-99.1%
+254.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.4% |
| 7D | +0.3% | -8.3% | +8.6% | +0.7% |
| 30D | +0.6% | -43.0% | +43.6% | +3.8% |
| 3M | -6.2% | -48.2% | +41.9% | -3.2% |
| 6M | -0.8% | -25.0% | +24.2% | -2.4% |
| YTD | +14.8% | +40.6% | -25.9% | +7.0% |
| 1Y | +16.1% | +36.0% | -19.8% | +8.1% |
| 3Y | +71.5% | -66.7% | +138.3% | +64.8% |
| 5Y | +25.8% | -96.7% | +122.4% | +33.0% |
| 10Y | +155.4% | -99.0% | +254.4% | +188.7% |
| All | +155.4% | -99.1% | +254.6% | +188.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling