-11.3%
FSLR vs IRE
-97.2%
+85.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +39.6% | -36.8% | -0.5% |
| 7D | +15.3% | -27.2% | +42.5% | +16.2% |
| 30D | +11.7% | -75.1% | +86.8% | +22.2% |
| 3M | -17.6% | -77.9% | +60.3% | -10.4% |
| 6M | -7.7% | -94.6% | +86.8% | +8.2% |
| YTD | -23.0% | -91.5% | +68.5% | -20.4% |
| 1Y | -26.0% | -97.8% | +71.8% | -10.1% |
| All | -11.3% | -97.2% | +85.9% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling