+1.3%
FSLR vs IWD
+30.5%
-29.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.2% |
| 7D | 0.0% | -0.3% | +0.3% | +0.5% |
| 30D | -13.7% | +0.6% | -14.2% | -14.5% |
| 3M | -35.1% | +7.2% | -42.3% | -42.5% |
| 6M | +3.6% | +16.2% | -12.6% | -18.6% |
| YTD | -21.7% | +23.3% | -45.1% | -44.5% |
| 1Y | +1.3% | +29.6% | -28.3% | -29.9% |
| All | +1.3% | +30.5% | -29.2% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling