+762.0%
FSLR vs IJH
+520.7%
+241.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +5.0% | +5.1% |
| 7D | +6.8% | +1.0% | +5.8% | +5.5% |
| 30D | -14.7% | -3.1% | -11.6% | -11.4% |
| 3M | -22.6% | +1.9% | -24.5% | -24.0% |
| 6M | +12.7% | +11.0% | +1.7% | +0.5% |
| YTD | -18.4% | +14.7% | -33.1% | -30.4% |
| 1Y | +4.9% | +15.6% | -10.6% | -11.2% |
| 3Y | +16.4% | +52.5% | -36.1% | -30.4% |
| 5Y | +123.5% | +49.1% | +74.4% | +35.0% |
| 10Y | +454.3% | +177.7% | +276.7% | +42.2% |
| All | +762.0% | +520.7% | +241.3% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling