+123.5%
FSLR vs IEF
-8.2%
+131.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +6.8% | +0.1% | +6.7% | +6.8% |
| 30D | -14.7% | -0.7% | -14.0% | -14.3% |
| 3M | -22.6% | -0.4% | -22.1% | -22.3% |
| 6M | +12.7% | -2.5% | +15.2% | +14.5% |
| YTD | -18.4% | -1.6% | -16.8% | -17.5% |
| 1Y | +4.9% | -1.3% | +6.3% | +5.8% |
| 3Y | +16.4% | +10.1% | +6.3% | +10.1% |
| 5Y | +123.5% | -8.3% | +131.8% | +118.4% |
| All | +123.5% | -8.2% | +131.6% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling