+770.9%
IWM vs FCEL
-100.0%
+870.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | +0.3% |
| 7D | -0.3% | +3.9% | -4.2% | -0.9% |
| 30D | +1.9% | -33.1% | +35.0% | +5.4% |
| 3M | -5.7% | -43.0% | +37.3% | -2.0% |
| 6M | -0.3% | -31.3% | +31.0% | -2.1% |
| YTD | +15.8% | +49.8% | -34.0% | +2.8% |
| 1Y | +17.1% | +48.2% | -31.1% | +3.4% |
| 3Y | +73.1% | -64.6% | +137.6% | +60.7% |
| 5Y | +25.9% | -96.7% | +122.6% | +41.0% |
| 10Y | +151.9% | -99.0% | +250.9% | +132.2% |
| All | +770.9% | -100.0% | +870.9% | +714.2% |
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