+96.9%
FSLR vs IBKR
+495.5%
-398.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | +2.2% | -1.3% | +3.6% | +2.6% |
| 30D | -7.8% | -0.2% | -7.6% | -8.1% |
| 3M | -22.9% | +3.0% | -25.9% | -24.1% |
| 6M | +4.4% | +33.9% | -29.5% | -5.6% |
| YTD | -20.0% | +42.5% | -62.5% | -29.6% |
| 1Y | +2.8% | +44.9% | -42.1% | -9.9% |
| 3Y | +16.5% | +293.0% | -276.5% | -29.9% |
| All | +96.9% | +495.5% | -398.6% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling