+13.2%
FSLR vs IEFA
+65.6%
-52.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -3.5% |
| 7D | +0.2% | -0.5% | +0.7% | +0.8% |
| 30D | -15.1% | -1.1% | -14.0% | -14.0% |
| 3M | -22.5% | +5.1% | -27.6% | -26.5% |
| 6M | +4.0% | +9.3% | -5.4% | -5.1% |
| YTD | -22.3% | +13.0% | -35.2% | -32.5% |
| 1Y | 0.0% | +19.2% | -19.1% | -18.5% |
| All | +13.2% | +65.6% | -52.3% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling