-26.0%
FSLR vs IVZ
+30.5%
-56.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.5% | +2.6% |
| 7D | +10.3% | +2.6% | +7.7% | +8.9% |
| 30D | +10.4% | -3.5% | +13.9% | +12.2% |
| 3M | -20.2% | -7.4% | -12.8% | -17.4% |
| 6M | -8.0% | +14.7% | -22.7% | -12.8% |
| YTD | -25.5% | +14.6% | -40.2% | -31.5% |
| 1Y | -26.0% | +30.7% | -56.7% | -35.8% |
| All | -26.0% | +30.5% | -56.5% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling