+52.6%
FSLR vs IBB
+39.3%
+13.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -14.8% | -0.5% | -14.3% | -14.5% |
| 30D | -4.3% | +4.6% | -8.8% | -7.6% |
| 3M | -23.4% | +6.8% | -30.2% | -27.7% |
| 6M | -26.9% | +23.1% | -50.0% | -38.3% |
| YTD | -34.4% | +26.0% | -60.4% | -46.3% |
| 1Y | -33.2% | +30.4% | -63.6% | -46.7% |
| 3Y | +28.1% | +85.4% | -57.4% | -25.2% |
| All | +52.6% | +39.3% | +13.3% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling