+420.9%
FSLR vs IRM
+524.5%
-103.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.0% |
| 7D | -12.0% | +8.6% | -20.6% | -14.8% |
| 30D | -7.7% | 0.0% | -7.6% | -8.2% |
| 3M | -24.0% | -7.1% | -16.9% | -22.4% |
| 6M | -24.4% | -7.9% | -16.6% | -22.7% |
| YTD | -34.0% | +41.3% | -75.3% | -43.3% |
| 1Y | -35.6% | +20.7% | -56.3% | -41.1% |
| 3Y | +28.7% | +112.2% | -83.5% | -8.5% |
| 5Y | +55.3% | +191.2% | -135.9% | -2.9% |
| All | +420.9% | +524.5% | -103.7% | +132.0% |
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