+108.4%
FSLR vs IJH
+45.7%
+62.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +3.0% |
| 7D | -0.1% | -2.5% | +2.4% | +2.4% |
| 30D | -14.0% | -5.0% | -9.0% | -9.4% |
| 3M | -16.9% | +0.5% | -17.4% | -16.9% |
| 6M | +4.7% | +8.2% | -3.5% | -2.1% |
| YTD | -20.7% | +12.5% | -33.1% | -28.8% |
| 1Y | +1.7% | +14.4% | -12.7% | -10.0% |
| 3Y | +13.1% | +49.5% | -36.4% | -24.4% |
| 5Y | +108.4% | +47.8% | +60.6% | +39.3% |
| All | +108.4% | +45.7% | +62.7% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling