+699.9%
IYR vs FCEL
-100.0%
+799.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.8% | -18.9% | -1.4% |
| 7D | -0.4% | +4.0% | -4.4% | -0.9% |
| 30D | -2.5% | -13.1% | +10.5% | -2.0% |
| 3M | +1.5% | +14.6% | -13.1% | -2.0% |
| 6M | +3.9% | +133.7% | -129.8% | -6.9% |
| YTD | +9.5% | +143.0% | -133.4% | -2.8% |
| 1Y | +7.5% | +320.9% | -313.4% | -10.2% |
| 3Y | +30.8% | -58.9% | +89.7% | +22.1% |
| 5Y | +4.8% | -89.7% | +94.4% | +3.8% |
| 10Y | +64.3% | -99.1% | +163.4% | +53.8% |
| All | +699.9% | -100.0% | +799.8% | +665.9% |
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