+52.6%
FSLR vs IFF
-39.2%
+91.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.7% |
| 3M | -23.4% | -3.0% | -20.4% | -23.1% |
| 6M | -26.9% | +5.8% | -32.7% | -29.0% |
| YTD | -34.4% | +22.4% | -56.8% | -39.7% |
| 1Y | -33.2% | +23.0% | -56.2% | -38.8% |
| 3Y | +28.1% | +21.8% | +6.3% | +17.8% |
| All | +52.6% | -39.2% | +91.8% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling