-15.5%
FSLR vs IRE
-97.3%
+81.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.3% | -4.5% |
| 7D | +5.3% | -15.5% | +20.8% | +4.9% |
| 30D | +7.8% | -70.4% | +78.1% | +16.3% |
| 3M | -23.4% | -81.6% | +58.2% | -15.2% |
| 6M | -12.9% | -94.7% | +81.8% | +2.5% |
| YTD | -26.7% | -91.8% | +65.1% | -24.0% |
| 1Y | -28.4% | -97.6% | +69.2% | -14.7% |
| All | -15.5% | -97.3% | +81.8% | -4.0% |
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