+420.9%
FSLR vs IOVA
-0.9%
+421.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.7% | +2.4% | -2.7% |
| 7D | -12.0% | -1.4% | -10.6% | -11.9% |
| 30D | -7.7% | -47.4% | +39.7% | -3.1% |
| 3M | -24.0% | +13.2% | -37.2% | -26.5% |
| 6M | -24.4% | +114.3% | -138.8% | -32.3% |
| YTD | -34.0% | +179.5% | -213.5% | -43.5% |
| 1Y | -35.6% | +200.4% | -236.0% | -45.3% |
| 3Y | +28.7% | +92.2% | -63.5% | +3.6% |
| 5Y | +55.3% | -63.8% | +119.1% | +38.7% |
| All | +420.9% | -0.9% | +421.8% | +288.6% |
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