+74.6%
IWM vs FCEL
-68.6%
+143.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.6% | -5.4% | +2.6% |
| 7D | +1.2% | +3.0% | -1.8% | +0.9% |
| 30D | +1.3% | -40.0% | +41.3% | +4.5% |
| 3M | -6.1% | -47.0% | +41.0% | -2.9% |
| 6M | -0.1% | -21.0% | +20.9% | -2.7% |
| YTD | +15.5% | +48.0% | -32.5% | +4.9% |
| 1Y | +18.1% | +43.9% | -25.8% | +6.9% |
| 3Y | +74.6% | -67.5% | +142.2% | +74.7% |
| All | +74.6% | -68.6% | +143.3% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling