-9.9%
FSLR vs IRE
-84.4%
+74.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.4% | -2.7% |
| 7D | 0.0% | +54.8% | -54.8% | -4.0% |
| 30D | -13.7% | +18.4% | -32.1% | -16.1% |
| 3M | -35.1% | -66.7% | +31.7% | -31.5% |
| 6M | +3.6% | -52.3% | +56.0% | +1.0% |
| YTD | -21.7% | -52.3% | +30.6% | -28.0% |
| All | -9.9% | -84.4% | +74.6% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling