+726.4%
FSLR vs IBN
+428.3%
+298.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.6% |
| 30D | -13.7% | -0.3% | -13.3% | -13.6% |
| 3M | -35.1% | +17.1% | -52.2% | -39.1% |
| 6M | +3.6% | +3.4% | +0.2% | +2.0% |
| YTD | -21.7% | +2.5% | -24.3% | -23.0% |
| 1Y | +1.3% | -4.2% | +5.4% | +2.0% |
| 3Y | +9.7% | +32.4% | -22.7% | -3.9% |
| 5Y | +117.4% | +59.2% | +58.2% | +74.6% |
| 10Y | +435.5% | +345.7% | +89.8% | +147.6% |
| All | +726.4% | +428.3% | +298.1% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling