+726.4%
FSLR vs IEF
+85.3%
+641.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | 0.0% | -0.3% | +0.3% | -0.3% |
| 30D | -13.7% | -0.8% | -12.9% | -14.4% |
| 3M | -35.1% | -1.0% | -34.1% | -35.9% |
| 6M | +3.6% | -2.8% | +6.4% | 0.0% |
| YTD | -21.7% | -1.5% | -20.2% | -23.3% |
| 1Y | +1.3% | -0.4% | +1.7% | +0.5% |
| 3Y | +9.7% | +9.7% | 0.0% | +20.0% |
| 5Y | +117.4% | -8.3% | +125.7% | +72.7% |
| 10Y | +435.5% | +4.6% | +430.9% | +450.5% |
| All | +726.4% | +85.3% | +641.1% | +2,318.9% |
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