+631.5%
FSLR vs IRM
+940.3%
-308.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.5% | -5.5% |
| 7D | -2.6% | -5.1% | +2.4% | -0.8% |
| 30D | +1.8% | -3.3% | +5.0% | +2.7% |
| 3M | -24.4% | -8.2% | -16.2% | -22.1% |
| 6M | -17.7% | -12.8% | -5.0% | -13.2% |
| YTD | -30.7% | +36.6% | -67.3% | -41.6% |
| 1Y | -33.6% | +11.9% | -45.5% | -38.5% |
| 3Y | +35.1% | +105.1% | -70.0% | -9.5% |
| 5Y | +63.1% | +182.4% | -119.3% | -7.8% |
| 10Y | +466.4% | +505.1% | -38.7% | +100.0% |
| All | +631.5% | +940.3% | -308.8% | +69.3% |
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