-26.0%
FSLR vs IRE
-97.6%
+71.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -23.2% | +27.9% | +6.5% |
| 7D | +10.3% | -46.8% | +57.2% | +15.1% |
| 30D | +10.4% | -75.5% | +85.9% | +21.7% |
| 3M | -20.2% | -79.4% | +59.3% | -12.1% |
| 6M | -8.0% | -91.3% | +83.3% | +3.5% |
| YTD | -25.5% | -90.8% | +65.3% | -22.4% |
| 1Y | -26.0% | -97.7% | +71.8% | -14.4% |
| All | -26.0% | -97.6% | +71.6% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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