+74.9%
FSLR vs IAU
+120.1%
-45.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.6% | +3.0% |
| 7D | +15.3% | +4.7% | +10.6% | +13.4% |
| 30D | +11.7% | -0.9% | +12.5% | +12.0% |
| 3M | -17.6% | -4.4% | -13.2% | -16.4% |
| 6M | -7.7% | -13.5% | +5.8% | -3.4% |
| YTD | -23.0% | -5.9% | -17.1% | -21.8% |
| 1Y | -26.0% | +1.9% | -27.9% | -26.4% |
| 3Y | +36.9% | +104.1% | -67.2% | +3.4% |
| All | +74.9% | +120.1% | -45.3% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling