+123.5%
FSLR vs IVZ
+63.4%
+60.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.0% |
| 3M | -22.6% | +18.2% | -40.7% | -28.1% |
| 6M | +12.7% | +38.6% | -25.9% | -2.1% |
| YTD | -18.4% | +25.9% | -44.3% | -26.8% |
| 1Y | +4.9% | +51.7% | -46.7% | -13.1% |
| 3Y | +16.4% | +138.7% | -122.3% | -24.2% |
| 5Y | +123.5% | +62.8% | +60.7% | +65.1% |
| All | +123.5% | +63.4% | +60.1% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling