+18.4%
IWM vs FCEL
+28.7%
-10.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.2% | 0.0% |
| 7D | +1.4% | -2.8% | +4.2% | +1.5% |
| 30D | +2.3% | -31.6% | +33.9% | +4.0% |
| 3M | -8.3% | -52.4% | +44.1% | -5.5% |
| 6M | -1.3% | -51.4% | +50.1% | -0.4% |
| YTD | +13.5% | +32.4% | -18.9% | +5.2% |
| 1Y | +18.4% | +37.5% | -19.1% | +8.5% |
| All | +18.4% | +28.7% | -10.3% | +8.5% |
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