+596.4%
FSLR vs IEF
+82.5%
+514.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -4.1% |
| 7D | -12.0% | -1.9% | -10.1% | -13.8% |
| 30D | -7.7% | +1.1% | -8.8% | -6.7% |
| 3M | -24.0% | -1.9% | -22.1% | -25.8% |
| 6M | -24.4% | -2.4% | -22.1% | -26.8% |
| YTD | -34.0% | -3.0% | -31.0% | -36.5% |
| 1Y | -35.6% | -3.1% | -32.5% | -38.2% |
| 3Y | +28.7% | +10.7% | +18.0% | +43.1% |
| 5Y | +55.3% | -8.0% | +63.3% | +25.4% |
| 10Y | +437.4% | +6.9% | +430.5% | +485.6% |
| All | +596.4% | +82.5% | +514.0% | +1,900.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling