+13.3%
FSLR vs IAG
+790.4%
-777.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -13.7% | +28.9% | -42.5% | -17.7% |
| 3M | -35.1% | +19.1% | -54.2% | -37.4% |
| 6M | +3.6% | -10.3% | +13.9% | +3.4% |
| YTD | -21.7% | +24.2% | -45.9% | -25.7% |
| 1Y | +1.3% | +116.5% | -115.2% | -10.8% |
| All | +13.3% | +790.4% | -777.2% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling