+16.4%
FSLR vs IVZ
+140.4%
-124.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.3% |
| 7D | +6.8% | +1.1% | +5.7% | +6.2% |
| 30D | -14.7% | +3.1% | -17.8% | -16.1% |
| 3M | -22.6% | +18.2% | -40.7% | -28.5% |
| 6M | +12.7% | +38.6% | -25.9% | -3.0% |
| YTD | -18.4% | +25.9% | -44.3% | -27.4% |
| 1Y | +4.9% | +51.7% | -46.7% | -14.4% |
| 3Y | +16.4% | +138.7% | -122.3% | -33.0% |
| All | +16.4% | +140.4% | -124.0% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling