+592.8%
FSLR vs IFF
+171.8%
+420.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -14.8% | -1.8% | -13.0% | -14.0% |
| 30D | -4.3% | -9.4% | +5.1% | +0.3% |
| 3M | -23.4% | -3.0% | -20.4% | -22.8% |
| 6M | -26.9% | +5.8% | -32.7% | -30.4% |
| YTD | -34.4% | +22.4% | -56.8% | -43.5% |
| 1Y | -33.2% | +23.0% | -56.2% | -42.8% |
| 3Y | +28.1% | +21.8% | +6.3% | +7.3% |
| 5Y | +54.5% | -39.2% | +93.8% | +82.3% |
| 10Y | +434.6% | -12.4% | +447.0% | +310.4% |
| All | +592.8% | +171.8% | +420.9% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling