+726.4%
FSLR vs IAU
+578.9%
+147.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -13.7% | +4.4% | -18.1% | -14.7% |
| 3M | -35.1% | -1.1% | -34.0% | -34.9% |
| 6M | +3.6% | -13.7% | +17.4% | +7.4% |
| YTD | -21.7% | +2.7% | -24.5% | -22.5% |
| 1Y | +1.3% | +24.6% | -23.4% | -4.4% |
| 3Y | +9.7% | +126.8% | -117.1% | -11.2% |
| 5Y | +117.4% | +139.5% | -22.1% | +73.0% |
| 10Y | +435.5% | +226.3% | +209.2% | +292.0% |
| All | +726.4% | +578.9% | +147.5% | +295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling