+495.8%
FSLR vs IWD
+207.5%
+288.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | +15.3% | -0.5% | +15.8% | +15.8% |
| 30D | +11.7% | +2.7% | +9.0% | +8.6% |
| 3M | -17.6% | +0.9% | -18.5% | -18.3% |
| 6M | -7.7% | +10.5% | -18.3% | -16.0% |
| YTD | -23.0% | +23.7% | -46.7% | -37.3% |
| 1Y | -26.0% | +28.7% | -54.8% | -42.0% |
| 3Y | +36.9% | +79.7% | -42.9% | -22.5% |
| 5Y | +72.9% | +69.7% | +3.2% | +3.9% |
| All | +495.8% | +207.5% | +288.3% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling