-26.0%
FSLR vs IJH
+17.8%
-43.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +3.7% |
| 7D | +10.3% | +1.7% | +8.6% | +7.7% |
| 30D | +10.4% | +1.2% | +9.2% | +8.5% |
| 3M | -20.2% | -3.4% | -16.7% | -16.0% |
| 6M | -8.0% | +3.7% | -11.7% | -10.8% |
| YTD | -25.5% | +13.9% | -39.5% | -37.4% |
| 1Y | -26.0% | +17.4% | -43.4% | -39.2% |
| All | -26.0% | +17.8% | -43.8% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling