+474.3%
FSLR vs IBN
+319.4%
+154.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +5.0% |
| 7D | +6.8% | -2.2% | +9.0% | +7.4% |
| 30D | -14.7% | -2.3% | -12.4% | -14.2% |
| 3M | -22.6% | +15.9% | -38.4% | -25.9% |
| 6M | +12.7% | +5.6% | +7.1% | +10.7% |
| YTD | -18.4% | -0.1% | -18.3% | -18.8% |
| 1Y | +4.9% | -6.5% | +11.5% | +6.2% |
| 3Y | +16.4% | +29.3% | -12.9% | +6.8% |
| 5Y | +123.5% | +56.6% | +66.9% | +93.4% |
| All | +474.3% | +319.4% | +154.9% | +295.1% |
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