+495.8%
FSLR vs IOVA
+34.0%
+461.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.1% | +2.4% |
| 7D | +15.3% | -5.2% | +20.5% | +15.7% |
| 30D | +11.7% | -37.8% | +49.4% | +15.3% |
| 3M | -17.6% | +29.5% | -47.1% | -21.3% |
| 6M | -7.7% | +96.6% | -104.3% | -16.5% |
| YTD | -23.0% | +194.5% | -217.5% | -34.2% |
| 1Y | -26.0% | +248.1% | -274.1% | -38.1% |
| 3Y | +36.9% | +86.1% | -49.3% | +11.1% |
| 5Y | +72.9% | -67.8% | +140.8% | +56.9% |
| All | +495.8% | +34.0% | +461.8% | +351.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling