+808.3%
IWM vs FCEL
-100.0%
+908.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | +0.1% | -15.8% | +15.9% | +1.6% |
| 30D | -1.3% | -29.3% | +28.0% | +1.7% |
| 3M | +1.6% | -30.1% | +31.8% | +1.9% |
| 6M | +13.6% | +74.4% | -60.9% | +1.3% |
| YTD | +20.8% | +104.5% | -83.8% | +5.2% |
| 1Y | +26.4% | +281.4% | -255.0% | +1.3% |
| 3Y | +60.7% | -66.1% | +126.8% | +51.0% |
| 5Y | +38.2% | -91.9% | +130.0% | +42.1% |
| 10Y | +169.5% | -99.2% | +268.7% | +161.4% |
| All | +808.3% | -100.0% | +908.2% | +733.2% |
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