-26.0%
FSLR vs IBKR
+10.3%
-36.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.4% |
| 7D | +10.3% | -6.8% | +17.1% | +13.0% |
| 30D | +10.4% | -12.5% | +23.0% | +15.6% |
| 3M | -20.2% | -12.0% | -8.1% | -17.1% |
| 6M | -8.0% | -4.5% | -3.5% | -7.1% |
| YTD | -25.5% | +21.5% | -47.0% | -33.6% |
| 1Y | -26.0% | +10.6% | -36.6% | -30.4% |
| All | -26.0% | +10.3% | -36.3% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 1y: compounded portfolio wealth divided by compounded IBKR 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…
1y analysis · Full analysis span regression · 6 months rolling