+204.5%
FSLR vs IBKR
+1,332.5%
-1,128.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.4% |
| 7D | +0.2% | +1.3% | -1.1% | -0.4% |
| 30D | -15.1% | -0.3% | -14.8% | -15.5% |
| 3M | -22.5% | +4.7% | -27.2% | -24.9% |
| 6M | +4.0% | +34.0% | -30.1% | -10.7% |
| YTD | -22.3% | +40.8% | -63.1% | -35.6% |
| 1Y | 0.0% | +45.7% | -45.7% | -18.6% |
| 3Y | +10.9% | +288.4% | -277.5% | -48.0% |
| 5Y | +105.4% | +487.2% | -381.8% | -24.7% |
| 10Y | +447.0% | +991.2% | -544.2% | +33.2% |
| All | +204.5% | +1,332.5% | -1,128.0% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling