+65.6%
IYR vs FCEL
-99.2%
+164.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.7% |
| 7D | -2.8% | +6.3% | -9.1% | -3.1% |
| 30D | -2.5% | -18.8% | +16.3% | -2.1% |
| 3M | -3.0% | -3.8% | +0.9% | -4.0% |
| 6M | +1.6% | +121.1% | -119.5% | -3.6% |
| YTD | +7.3% | +113.3% | -106.0% | +1.6% |
| 1Y | +5.6% | +173.5% | -167.9% | -1.7% |
| 3Y | +28.1% | -63.9% | +92.0% | +24.6% |
| 5Y | +6.1% | -90.7% | +96.8% | +6.1% |
| All | +65.6% | -99.2% | +164.8% | +64.8% |
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