+33.1%
FSLR vs IBB
+91.0%
-58.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -8.4% | -1.4% | -7.1% | -7.9% |
| 30D | -0.9% | +6.8% | -7.7% | -4.8% |
| 3M | -26.1% | +9.2% | -35.3% | -30.2% |
| 6M | -23.6% | +28.3% | -52.0% | -35.1% |
| YTD | -31.8% | +29.4% | -61.2% | -43.1% |
| 1Y | -32.6% | +33.2% | -65.7% | -44.7% |
| All | +33.1% | +91.0% | -58.0% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling