+123.5%
FSLR vs IAG
+766.8%
-643.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.6% |
| 7D | +6.8% | +4.3% | +2.6% | +6.1% |
| 30D | -14.7% | +9.8% | -24.5% | -16.1% |
| 3M | -22.6% | +28.9% | -51.5% | -25.9% |
| 6M | +12.7% | -7.6% | +20.3% | +12.5% |
| YTD | -18.4% | +22.0% | -40.3% | -22.0% |
| 1Y | +4.9% | +99.5% | -94.6% | -6.4% |
| 3Y | +16.4% | +818.3% | -801.9% | -19.9% |
| 5Y | +123.5% | +785.9% | -662.4% | +29.6% |
| All | +123.5% | +766.8% | -643.3% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling