+13.2%
FSLR vs IEF
+10.0%
+3.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.5% |
| 7D | +0.2% | -0.3% | +0.6% | +0.6% |
| 30D | -15.1% | -0.6% | -14.6% | -14.6% |
| 3M | -22.5% | -1.0% | -21.5% | -21.6% |
| 6M | +4.0% | -3.1% | +7.0% | +7.2% |
| YTD | -22.3% | -1.9% | -20.4% | -20.7% |
| 1Y | 0.0% | -1.4% | +1.4% | +1.5% |
| All | +13.2% | +10.0% | +3.2% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling