+1.3%
FSLR vs IJR
+25.5%
-24.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.8% |
| 7D | 0.0% | -0.2% | +0.2% | +0.2% |
| 30D | -13.7% | -2.4% | -11.2% | -11.4% |
| 3M | -35.1% | +3.9% | -39.0% | -37.2% |
| 6M | +3.6% | +12.4% | -8.8% | -6.2% |
| YTD | -21.7% | +21.5% | -43.2% | -34.4% |
| 1Y | +1.3% | +24.0% | -22.7% | -15.0% |
| All | +1.3% | +25.5% | -24.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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