+464.5%
FSLR vs IVZ
+45.7%
+418.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -2.6% | +2.2% | -4.8% | -3.9% |
| 30D | +1.8% | -2.2% | +3.9% | +2.1% |
| 3M | -24.4% | -8.4% | -15.9% | -22.2% |
| 6M | -17.7% | +6.2% | -23.9% | -20.0% |
| YTD | -30.7% | +12.4% | -43.1% | -34.7% |
| 1Y | -33.6% | +26.0% | -59.6% | -40.2% |
| 3Y | +35.1% | +147.9% | -112.7% | -8.8% |
| 5Y | +63.1% | +38.8% | +24.3% | +32.6% |
| All | +464.5% | +45.7% | +418.9% | +343.0% |
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