-20.2%
FSLR vs IRE
-97.7%
+77.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -15.8% | +10.3% | -4.2% |
| 7D | -2.6% | -41.9% | +39.3% | +0.3% |
| 30D | +1.8% | -75.1% | +76.9% | +11.3% |
| 3M | -24.4% | -82.4% | +58.0% | -16.1% |
| 6M | -17.7% | -95.5% | +77.8% | -1.9% |
| YTD | -30.7% | -93.1% | +62.3% | -27.3% |
| 1Y | -33.6% | -97.8% | +64.2% | -20.7% |
| All | -20.2% | -97.7% | +77.5% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling