+23.2%
FSLR vs IOVA
-92.3%
+115.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -8.4% | -7.0% | -1.4% | -8.3% |
| 30D | -0.9% | -44.4% | +43.5% | +0.1% |
| 3M | -26.1% | +24.7% | -50.7% | -26.7% |
| 6M | -23.6% | +118.6% | -142.3% | -25.3% |
| YTD | -31.8% | +196.3% | -228.2% | -34.0% |
| 1Y | -32.6% | +205.3% | -237.9% | -34.8% |
| 3Y | +33.0% | +103.8% | -70.8% | +28.0% |
| 5Y | +56.8% | -65.6% | +122.4% | +53.1% |
| 10Y | +455.6% | +6.4% | +449.1% | +437.3% |
| All | +23.2% | -92.3% | +115.5% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling