+812.9%
FSLR vs IEFA
+215.2%
+597.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.9% |
| 7D | +6.8% | +1.2% | +5.7% | +5.5% |
| 30D | -14.7% | -0.6% | -14.1% | -14.2% |
| 3M | -22.6% | +6.2% | -28.8% | -27.2% |
| 6M | +12.7% | +11.2% | +1.5% | +1.2% |
| YTD | -18.4% | +14.2% | -32.5% | -29.4% |
| 1Y | +4.9% | +20.0% | -15.1% | -14.0% |
| 3Y | +16.4% | +68.8% | -52.4% | -33.8% |
| 5Y | +123.5% | +52.7% | +70.8% | +41.7% |
| 10Y | +454.3% | +144.2% | +310.1% | +107.8% |
| All | +812.9% | +215.2% | +597.7% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling