+713.0%
FSLR vs IBB
+728.3%
-15.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.3% |
| 7D | +15.3% | -1.8% | +17.2% | +16.8% |
| 30D | +11.7% | +5.1% | +6.6% | +6.6% |
| 3M | -17.6% | +10.7% | -28.3% | -25.3% |
| 6M | -7.7% | +22.9% | -30.6% | -23.6% |
| YTD | -23.0% | +26.7% | -49.7% | -38.7% |
| 1Y | -26.0% | +35.1% | -61.2% | -44.3% |
| 3Y | +36.9% | +80.2% | -43.3% | -20.5% |
| 5Y | +72.9% | +37.8% | +35.1% | +25.6% |
| 10Y | +519.3% | +161.2% | +358.1% | +134.4% |
| All | +713.0% | +728.3% | -15.3% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling