+762.0%
FSLR vs IJR
+471.8%
+290.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +5.1% |
| 7D | +6.8% | +0.9% | +5.9% | +5.7% |
| 30D | -14.7% | -3.1% | -11.6% | -11.8% |
| 3M | -22.6% | +4.4% | -27.0% | -25.8% |
| 6M | +12.7% | +16.1% | -3.4% | -3.0% |
| YTD | -18.4% | +20.6% | -38.9% | -32.8% |
| 1Y | +4.9% | +22.9% | -17.9% | -15.4% |
| 3Y | +16.4% | +55.2% | -38.8% | -28.4% |
| 5Y | +123.5% | +41.1% | +82.4% | +49.3% |
| 10Y | +454.3% | +167.0% | +287.4% | +65.9% |
| All | +762.0% | +471.8% | +290.1% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling