+389.6%
FSLR vs IR
+332.9%
+56.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -8.4% | +1.1% | -9.5% | -8.9% |
| 30D | -0.9% | +7.6% | -8.5% | -4.0% |
| 3M | -26.1% | +0.1% | -26.2% | -26.3% |
| 6M | -23.6% | +14.0% | -37.6% | -28.0% |
| YTD | -31.8% | +7.5% | -39.3% | -34.8% |
| 1Y | -32.6% | +10.1% | -42.7% | -36.1% |
| 3Y | +33.0% | +24.9% | +8.1% | +15.9% |
| 5Y | +56.8% | +46.9% | +9.9% | +25.7% |
| All | +389.6% | +332.9% | +56.7% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling