+447.0%
FSLR vs IAG
+401.0%
+46.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.1% | -6.9% | -5.0% |
| 7D | +0.2% | +1.7% | -1.4% | 0.0% |
| 30D | -15.1% | +11.4% | -26.6% | -16.3% |
| 3M | -22.5% | +33.0% | -55.6% | -25.3% |
| 6M | +4.0% | -6.0% | +9.9% | +3.7% |
| YTD | -22.3% | +24.6% | -46.8% | -24.9% |
| 1Y | 0.0% | +105.0% | -105.0% | -8.2% |
| 3Y | +10.9% | +837.9% | -827.0% | -14.4% |
| 5Y | +105.4% | +817.0% | -711.6% | +53.3% |
| 10Y | +447.0% | +425.3% | +21.7% | +313.3% |
| All | +447.0% | +401.0% | +46.0% | +313.3% |
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