+420.9%
FSLR vs IAG
+384.2%
+36.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.9% | -2.6% |
| 7D | -12.0% | -2.1% | -9.9% | -11.8% |
| 30D | -7.7% | -6.2% | -1.5% | -7.1% |
| 3M | -24.0% | -5.1% | -18.9% | -23.8% |
| 6M | -24.4% | -10.0% | -14.5% | -23.9% |
| YTD | -34.0% | +3.9% | -38.0% | -35.1% |
| 1Y | -35.6% | +18.9% | -54.5% | -37.6% |
| 3Y | +28.7% | +651.8% | -623.1% | 0.0% |
| 5Y | +55.3% | +416.3% | -360.9% | +19.5% |
| All | +420.9% | +384.2% | +36.7% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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