+28.1%
FSLR vs IFF
+22.2%
+5.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -14.8% | -1.8% | -13.0% | -14.3% |
| 30D | -4.3% | -9.4% | +5.1% | -1.6% |
| 3M | -23.4% | -3.0% | -20.4% | -23.1% |
| 6M | -26.9% | +5.8% | -32.7% | -29.4% |
| YTD | -34.4% | +22.4% | -56.8% | -40.8% |
| 1Y | -33.2% | +23.0% | -56.2% | -40.0% |
| 3Y | +28.1% | +21.8% | +6.3% | -5.4% |
| All | +28.1% | +22.2% | +5.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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