+458.5%
FSLR vs IJH
+184.0%
+274.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.1% |
| 7D | +2.2% | -1.9% | +4.1% | +4.1% |
| 30D | -7.8% | -4.6% | -3.2% | -3.5% |
| 3M | -22.9% | -1.2% | -21.8% | -21.8% |
| 6M | +4.4% | +9.4% | -5.0% | -3.3% |
| YTD | -20.0% | +13.3% | -33.3% | -28.5% |
| 1Y | +2.8% | +13.4% | -10.6% | -8.0% |
| 3Y | +16.5% | +50.4% | -33.9% | -20.6% |
| 5Y | +110.3% | +49.0% | +61.3% | +44.2% |
| All | +458.5% | +184.0% | +274.4% | +123.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling