+28.1%
FSLR vs ITW
+33.4%
-5.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -14.8% | +2.3% | -17.1% | -15.6% |
| 30D | -4.3% | +6.7% | -11.0% | -6.9% |
| 3M | -23.4% | -0.5% | -22.8% | -23.3% |
| 6M | -26.9% | +16.4% | -43.4% | -31.8% |
| YTD | -34.4% | +19.0% | -53.3% | -39.4% |
| 1Y | -33.2% | +20.2% | -53.4% | -38.6% |
| 3Y | +28.1% | +33.1% | -5.0% | -8.4% |
| All | +28.1% | +33.4% | -5.4% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling