+762.0%
FSLR vs IFF
+185.4%
+576.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.8% |
| 7D | +6.8% | -0.2% | +7.0% | +6.9% |
| 30D | -14.7% | -0.3% | -14.4% | -14.6% |
| 3M | -22.6% | +18.6% | -41.1% | -30.2% |
| 6M | +12.7% | +17.4% | -4.7% | +0.3% |
| YTD | -18.4% | +28.5% | -46.8% | -31.0% |
| 1Y | +4.9% | +32.5% | -27.6% | -13.6% |
| 3Y | +16.4% | +34.1% | -17.7% | -6.8% |
| 5Y | +123.5% | -35.2% | +158.6% | +154.2% |
| 10Y | +454.3% | -21.1% | +475.4% | +374.3% |
| All | +762.0% | +185.4% | +576.5% | +117.3% |
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 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