+619.9%
FSLR vs IAG
+121.5%
+498.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | -8.4% | +3.4% | -11.9% | -9.0% |
| 30D | -0.9% | -2.7% | +1.8% | -0.7% |
| 3M | -26.1% | -0.5% | -25.6% | -26.3% |
| 6M | -23.6% | -4.8% | -18.8% | -23.6% |
| YTD | -31.8% | +9.6% | -41.4% | -34.0% |
| 1Y | -32.6% | +32.2% | -64.8% | -36.7% |
| 3Y | +33.0% | +692.5% | -659.5% | -9.7% |
| 5Y | +56.8% | +447.6% | -390.8% | +6.6% |
| 10Y | +455.6% | +403.3% | +52.2% | +237.2% |
| All | +619.9% | +121.5% | +498.4% | +269.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling