+13.2%
FSLR vs IQV
+19.8%
-6.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.6% |
| 7D | +0.2% | -2.6% | +2.8% | +0.7% |
| 30D | -15.1% | +6.2% | -21.3% | -16.2% |
| 3M | -22.5% | +38.0% | -60.5% | -28.3% |
| 6M | +4.0% | +43.9% | -40.0% | -5.4% |
| YTD | -22.3% | +14.0% | -36.3% | -25.3% |
| 1Y | 0.0% | +35.5% | -35.5% | -9.5% |
| All | +13.2% | +19.8% | -6.6% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 3y: compounded portfolio wealth divided by compounded IQV 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…
3y analysis · Full analysis span regression · 6 months rolling