+447.0%
FSLR vs IVZ
+60.3%
+386.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.5% |
| 7D | +0.2% | +1.2% | -0.9% | -0.3% |
| 30D | -15.1% | +1.8% | -16.9% | -15.8% |
| 3M | -22.5% | +15.7% | -38.3% | -26.9% |
| 6M | +4.0% | +36.3% | -32.4% | -8.0% |
| YTD | -22.3% | +24.9% | -47.2% | -29.3% |
| 1Y | 0.0% | +48.9% | -48.9% | -15.0% |
| 3Y | +10.9% | +136.8% | -126.0% | -23.4% |
| 5Y | +105.4% | +60.0% | +45.4% | +58.7% |
| 10Y | +447.0% | +63.4% | +383.6% | +327.9% |
| All | +447.0% | +60.3% | +386.7% | +327.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling