+447.0%
FSLR vs IRM
+418.7%
+28.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.0% | -4.5% |
| 7D | +0.2% | +3.0% | -2.8% | -0.9% |
| 30D | -15.1% | -5.2% | -9.9% | -13.5% |
| 3M | -22.5% | -8.0% | -14.5% | -20.3% |
| 6M | +4.0% | +9.2% | -5.2% | +0.1% |
| YTD | -22.3% | +41.0% | -63.2% | -32.7% |
| 1Y | 0.0% | +23.3% | -23.2% | -8.8% |
| 3Y | +10.9% | +102.8% | -92.0% | -19.1% |
| 5Y | +105.4% | +192.8% | -87.4% | +29.1% |
| 10Y | +447.0% | +439.6% | +7.4% | +164.2% |
| All | +447.0% | +418.7% | +28.3% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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