+631.5%
FSLR vs IVZ
+154.8%
+476.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -2.6% | +2.2% | -4.8% | -4.2% |
| 30D | +1.8% | -2.2% | +3.9% | +2.2% |
| 3M | -24.4% | -8.4% | -15.9% | -21.7% |
| 6M | -17.7% | +6.2% | -23.9% | -20.7% |
| YTD | -30.7% | +12.4% | -43.1% | -35.9% |
| 1Y | -33.6% | +26.0% | -59.6% | -42.0% |
| 3Y | +35.1% | +147.9% | -112.7% | -18.8% |
| 5Y | +63.1% | +38.8% | +24.3% | +24.9% |
| 10Y | +466.4% | +44.6% | +421.9% | +267.5% |
| All | +631.5% | +154.8% | +476.7% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling