+713.0%
FSLR vs IRM
+900.3%
-187.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.8% | +2.3% |
| 7D | +15.3% | -8.6% | +23.9% | +19.7% |
| 30D | +11.7% | -8.0% | +19.6% | +15.4% |
| 3M | -17.6% | -12.0% | -5.6% | -13.3% |
| 6M | -7.7% | -18.2% | +10.4% | +0.4% |
| YTD | -23.0% | +31.4% | -54.4% | -33.8% |
| 1Y | -26.0% | +9.2% | -35.2% | -30.7% |
| 3Y | +36.9% | +94.6% | -57.7% | -5.9% |
| 5Y | +72.9% | +170.2% | -97.2% | 0.0% |
| 10Y | +519.3% | +464.3% | +55.0% | +126.6% |
| All | +713.0% | +900.3% | -187.3% | +91.8% |
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 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