-24.4%
FSLR vs IRE
-98.1%
+73.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.4% | +13.8% | +0.7% |
| 7D | -14.8% | -31.8% | +17.1% | -12.3% |
| 30D | -4.3% | -71.8% | +67.5% | +3.5% |
| 3M | -23.4% | -88.9% | +65.5% | -11.5% |
| 6M | -26.9% | -95.4% | +68.4% | -13.1% |
| YTD | -34.4% | -94.2% | +59.8% | -30.2% |
| 1Y | -33.2% | -97.1% | +63.9% | -24.6% |
| All | -24.4% | -98.1% | +73.7% | -11.8% |
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