+420.9%
FSLR vs IAU
+210.5%
+210.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.4% |
| 7D | -12.0% | -5.5% | -6.5% | -10.5% |
| 30D | -7.7% | -7.0% | -0.7% | -5.7% |
| 3M | -24.0% | -12.3% | -11.7% | -21.2% |
| 6M | -24.4% | -17.9% | -6.5% | -20.4% |
| YTD | -34.0% | -10.3% | -23.7% | -32.1% |
| 1Y | -35.6% | -7.9% | -27.7% | -34.0% |
| 3Y | +28.7% | +98.7% | -70.0% | +9.8% |
| 5Y | +55.3% | +105.0% | -49.7% | +30.9% |
| All | +420.9% | +210.5% | +210.3% | +308.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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