+104.3%
FSLR vs IJR
+39.2%
+65.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -3.8% |
| 7D | +0.2% | -1.1% | +1.4% | +1.2% |
| 30D | -15.1% | -3.6% | -11.5% | -12.3% |
| 3M | -22.5% | +2.3% | -24.9% | -23.8% |
| 6M | +4.0% | +14.3% | -10.4% | -6.6% |
| YTD | -22.3% | +19.3% | -41.5% | -32.9% |
| 1Y | 0.0% | +22.6% | -22.6% | -15.6% |
| 3Y | +10.9% | +53.5% | -42.7% | -25.4% |
| All | +104.3% | +39.2% | +65.1% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling