+726.4%
FSLR vs IBB
+721.6%
+4.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.7% |
| 7D | 0.0% | +1.4% | -1.4% | -1.2% |
| 30D | -13.7% | +10.5% | -24.2% | -20.9% |
| 3M | -35.1% | +23.6% | -58.7% | -46.0% |
| 6M | +3.6% | +22.6% | -19.0% | -13.6% |
| YTD | -21.7% | +25.7% | -47.4% | -36.8% |
| 1Y | +1.3% | +51.4% | -50.1% | -30.2% |
| 3Y | +9.7% | +64.4% | -54.7% | -30.4% |
| 5Y | +117.4% | +22.1% | +95.2% | +76.0% |
| 10Y | +435.5% | +132.5% | +303.0% | +127.4% |
| All | +726.4% | +721.6% | +4.8% | -39.3% |
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