+592.8%
FSLR vs IEF
+82.1%
+510.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.7% |
| 7D | -14.8% | -2.0% | -12.8% | -16.6% |
| 30D | -4.3% | +0.7% | -5.0% | -3.6% |
| 3M | -23.4% | -2.5% | -20.9% | -25.6% |
| 6M | -26.9% | -2.6% | -24.4% | -29.3% |
| YTD | -34.4% | -3.2% | -31.2% | -37.0% |
| 1Y | -33.2% | -3.0% | -30.2% | -35.8% |
| 3Y | +28.1% | +10.5% | +17.5% | +42.2% |
| 5Y | +54.5% | -8.2% | +62.7% | +24.5% |
| 10Y | +434.6% | +6.7% | +427.9% | +481.4% |
| All | +592.8% | +82.1% | +510.6% | +1,886.2% |
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