+123.5%
FSLR vs IRM
+192.5%
-69.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | +6.8% | +1.6% | +5.2% | +6.0% |
| 30D | -14.7% | -4.2% | -10.5% | -13.3% |
| 3M | -22.6% | -5.4% | -17.2% | -21.2% |
| 6M | +12.7% | +12.0% | +0.7% | +6.7% |
| YTD | -18.4% | +42.0% | -60.4% | -31.1% |
| 1Y | +4.9% | +29.9% | -24.9% | -7.8% |
| 3Y | +16.4% | +104.4% | -88.0% | -23.3% |
| 5Y | +123.5% | +191.0% | -67.5% | +20.8% |
| All | +123.5% | +192.5% | -69.1% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling