+726.4%
FSLR vs IRM
+989.0%
-262.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -2.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | -13.7% | -8.1% | -5.6% | -10.5% |
| 3M | -35.1% | -9.7% | -25.4% | -32.2% |
| 6M | +3.6% | +10.0% | -6.4% | -1.5% |
| YTD | -21.7% | +43.0% | -64.7% | -34.9% |
| 1Y | +1.3% | +32.7% | -31.4% | -13.0% |
| 3Y | +9.7% | +102.7% | -93.0% | -25.5% |
| 5Y | +117.4% | +187.6% | -70.2% | +22.4% |
| 10Y | +435.5% | +420.1% | +15.4% | +106.5% |
| All | +726.4% | +989.0% | -262.6% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling