-33.2%
FSLR vs IRM
+20.8%
-54.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -14.8% | +6.8% | -21.6% | -16.5% |
| 30D | -4.3% | +2.6% | -6.9% | -5.6% |
| 3M | -23.4% | -9.5% | -13.9% | -21.3% |
| 6M | -26.9% | -8.5% | -18.5% | -25.3% |
| YTD | -34.4% | +40.3% | -74.7% | -38.4% |
| 1Y | -33.2% | +28.7% | -61.9% | -33.4% |
| All | -33.2% | +20.8% | -54.0% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling