+74.9%
FSLR vs IOVA
-67.9%
+142.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.1% | +2.5% |
| 7D | +15.3% | -5.2% | +20.5% | +15.7% |
| 30D | +11.7% | -37.8% | +49.4% | +14.7% |
| 3M | -17.6% | +29.5% | -47.1% | -20.8% |
| 6M | -7.7% | +96.6% | -104.3% | -15.3% |
| YTD | -23.0% | +194.5% | -217.5% | -32.7% |
| 1Y | -26.0% | +248.1% | -274.1% | -36.5% |
| 3Y | +36.9% | +86.1% | -49.3% | +14.3% |
| All | +74.9% | -67.9% | +142.8% | +63.3% |
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