+41.4%
FSLR vs IOVA
-91.6%
+133.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.5% |
| 7D | 0.0% | +9.7% | -9.7% | -0.2% |
| 30D | -13.7% | +102.5% | -116.2% | -15.0% |
| 3M | -35.1% | +100.7% | -135.8% | -36.2% |
| 6M | +3.6% | +106.3% | -102.7% | +1.6% |
| YTD | -21.7% | +222.0% | -243.7% | -24.1% |
| 1Y | +1.3% | +299.5% | -298.3% | -2.3% |
| 3Y | +9.7% | +42.9% | -33.2% | +6.3% |
| 5Y | +117.4% | -65.0% | +182.3% | +112.7% |
| 10Y | +435.5% | +10.3% | +425.2% | +418.8% |
| All | +41.4% | -91.6% | +133.1% | +52.6% |
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 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