+420.9%
FSLR vs IBN
+383.7%
+37.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -12.0% | +5.7% | -17.7% | -13.5% |
| 30D | -7.7% | +20.5% | -28.2% | -12.8% |
| 3M | -24.0% | +15.2% | -39.3% | -27.3% |
| 6M | -24.4% | +34.5% | -59.0% | -31.0% |
| YTD | -34.0% | +16.4% | -50.4% | -37.4% |
| 1Y | -35.6% | +13.5% | -49.1% | -38.4% |
| 3Y | +28.7% | +55.4% | -26.8% | +11.1% |
| 5Y | +55.3% | +73.1% | -17.7% | +29.3% |
| All | +420.9% | +383.7% | +37.1% | +225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling