+52.6%
FSLR vs IR
+46.0%
+6.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -14.8% | +2.5% | -17.3% | -15.8% |
| 30D | -4.3% | +9.2% | -13.5% | -8.0% |
| 3M | -23.4% | +0.9% | -24.3% | -23.9% |
| 6M | -26.9% | +19.2% | -46.2% | -32.6% |
| YTD | -34.4% | +7.5% | -41.9% | -37.6% |
| 1Y | -33.2% | +11.7% | -44.9% | -37.5% |
| 3Y | +28.1% | +23.9% | +4.1% | +6.9% |
| All | +52.6% | +46.0% | +6.6% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling