+2.8%
FSLR vs IJH
+14.9%
-12.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | -0.2% |
| 7D | +2.2% | -1.9% | +4.1% | +4.9% |
| 30D | -7.8% | -4.6% | -3.2% | -1.7% |
| 3M | -22.9% | -1.2% | -21.8% | -21.4% |
| 6M | +4.4% | +9.4% | -5.0% | -4.0% |
| YTD | -20.0% | +13.3% | -33.3% | -30.7% |
| 1Y | +2.8% | +13.4% | -10.6% | -11.1% |
| All | +2.8% | +14.9% | -12.1% | -11.1% |
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