+495.8%
FSLR vs IBB
+156.3%
+339.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.6% |
| 7D | +15.3% | -1.8% | +17.2% | +16.6% |
| 30D | +11.7% | +5.1% | +6.6% | +7.5% |
| 3M | -17.6% | +10.7% | -28.3% | -23.9% |
| 6M | -7.7% | +22.9% | -30.6% | -21.0% |
| YTD | -23.0% | +26.7% | -49.7% | -36.2% |
| 1Y | -26.0% | +35.1% | -61.2% | -41.4% |
| 3Y | +36.9% | +80.2% | -43.3% | -12.6% |
| 5Y | +72.9% | +37.8% | +35.1% | +32.1% |
| All | +495.8% | +156.3% | +339.5% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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