+114.8%
FSLR vs IOT
+61.4%
+53.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.2% | -2.0% |
| 7D | 0.0% | -2.3% | +2.3% | +0.3% |
| 30D | -13.7% | +3.8% | -17.5% | -14.2% |
| 3M | -35.1% | +14.2% | -49.3% | -36.7% |
| 6M | +3.6% | +40.1% | -36.5% | -3.4% |
| YTD | -21.7% | +13.4% | -35.1% | -24.9% |
| 1Y | +1.3% | +12.2% | -10.9% | -3.1% |
| 3Y | +9.7% | +30.0% | -20.3% | -4.3% |
| All | +114.8% | +61.4% | +53.4% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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