+108.4%
FSLR vs IEFA
+48.7%
+59.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.9% |
| 7D | -0.1% | -2.4% | +2.3% | +2.4% |
| 30D | -14.0% | -2.1% | -11.9% | -12.2% |
| 3M | -16.9% | +5.5% | -22.4% | -21.0% |
| 6M | +4.7% | +8.1% | -3.4% | -2.3% |
| YTD | -20.7% | +11.9% | -32.6% | -29.1% |
| 1Y | +1.7% | +18.1% | -16.4% | -13.8% |
| 3Y | +13.1% | +65.5% | -52.4% | -30.7% |
| 5Y | +108.4% | +50.1% | +58.3% | +46.3% |
| All | +108.4% | +48.7% | +59.7% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling