+418.1%
FSLR vs IEFA
+148.4%
+269.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.7% |
| 7D | -14.8% | +2.2% | -17.0% | -16.9% |
| 30D | -4.3% | +1.1% | -5.4% | -5.6% |
| 3M | -23.4% | -4.3% | -19.1% | -19.8% |
| 6M | -26.9% | +1.4% | -28.3% | -27.5% |
| YTD | -34.4% | +10.1% | -44.5% | -40.7% |
| 1Y | -33.2% | +12.9% | -46.1% | -41.2% |
| 3Y | +28.1% | +65.8% | -37.7% | -24.4% |
| 5Y | +54.5% | +47.7% | +6.9% | +3.6% |
| All | +418.1% | +148.4% | +269.7% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling