+1.3%
FSLR vs IEFA
+23.1%
-21.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.6% |
| 7D | 0.0% | +0.6% | -0.6% | -0.6% |
| 30D | -13.7% | +1.0% | -14.7% | -14.6% |
| 3M | -35.1% | +4.7% | -39.8% | -37.9% |
| 6M | +3.6% | +8.6% | -4.9% | -4.7% |
| YTD | -21.7% | +14.8% | -36.6% | -32.8% |
| 1Y | +1.3% | +22.6% | -21.3% | -15.2% |
| All | +1.3% | +23.1% | -21.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling