+333.9%
FSLR vs IQV
+511.9%
-178.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | 0.0% | +2.3% | -2.3% | -0.8% |
| 30D | -13.7% | +13.4% | -27.1% | -17.8% |
| 3M | -35.1% | +43.3% | -78.4% | -44.3% |
| 6M | +3.6% | +50.5% | -46.9% | -13.8% |
| YTD | -21.7% | +18.8% | -40.5% | -29.3% |
| 1Y | +1.3% | +45.5% | -44.2% | -16.8% |
| 3Y | +9.7% | +19.4% | -9.7% | -5.1% |
| 5Y | +117.4% | +1.7% | +115.6% | +96.6% |
| 10Y | +435.5% | +247.9% | +187.6% | +165.3% |
| All | +333.9% | +511.9% | -178.0% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling