-26.0%
FSLR vs IR
+11.7%
-37.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.1% | +4.8% |
| 7D | +10.3% | +11.6% | -1.2% | +5.4% |
| 30D | +10.4% | +7.2% | +3.2% | +7.2% |
| 3M | -20.2% | -5.9% | -14.3% | -18.5% |
| 6M | -8.0% | +11.5% | -19.5% | -12.9% |
| YTD | -25.5% | +6.3% | -31.9% | -32.3% |
| 1Y | -26.0% | +9.1% | -35.1% | -33.2% |
| All | -26.0% | +11.7% | -37.7% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling