+458.5%
FSLR vs IEF
+3.8%
+454.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +2.2% | -1.3% | +3.6% | +2.4% |
| 30D | -7.8% | -1.7% | -6.1% | -7.7% |
| 3M | -22.9% | -2.5% | -20.4% | -22.7% |
| 6M | +4.4% | -3.3% | +7.6% | +4.6% |
| YTD | -20.0% | -2.8% | -17.2% | -19.8% |
| 1Y | +2.8% | -2.7% | +5.5% | +3.0% |
| 3Y | +16.5% | +8.9% | +7.6% | +16.9% |
| 5Y | +110.3% | -9.4% | +119.7% | +82.6% |
| All | +458.5% | +3.8% | +454.7% | +471.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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