+116.4%
FSLR vs IOVA
-64.9%
+181.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.5% |
| 7D | 0.0% | +9.7% | -9.7% | -0.8% |
| 30D | -13.7% | +102.5% | -116.2% | -19.2% |
| 3M | -35.1% | +100.7% | -135.8% | -39.5% |
| 6M | +3.6% | +106.3% | -102.7% | -4.4% |
| YTD | -21.7% | +222.0% | -243.7% | -31.1% |
| 1Y | +1.3% | +299.5% | -298.3% | -13.4% |
| 3Y | +9.7% | +42.9% | -33.2% | -5.4% |
| All | +116.4% | -64.9% | +181.3% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling