+16.5%
FSLR vs IBKR
+291.8%
-275.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | +2.2% | -1.3% | +3.6% | +2.6% |
| 30D | -7.8% | -0.2% | -7.6% | -8.0% |
| 3M | -22.9% | +3.0% | -25.9% | -23.8% |
| 6M | +4.4% | +33.9% | -29.5% | -3.4% |
| YTD | -20.0% | +42.5% | -62.5% | -27.5% |
| 1Y | +2.8% | +44.9% | -42.1% | -6.7% |
| 3Y | +16.5% | +293.0% | -276.5% | +6.6% |
| All | +16.5% | +291.8% | -275.3% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling