+466.4%
FSLR vs IWD
+203.8%
+262.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.6% | -5.6% |
| 7D | -2.6% | +1.6% | -4.2% | -4.4% |
| 30D | +1.8% | +3.6% | -1.8% | -2.0% |
| 3M | -24.4% | +2.0% | -26.4% | -26.0% |
| 6M | -17.7% | +13.1% | -30.8% | -27.0% |
| YTD | -30.7% | +26.2% | -56.9% | -44.9% |
| 1Y | -33.6% | +29.6% | -63.2% | -48.5% |
| 3Y | +35.1% | +84.3% | -49.2% | -25.7% |
| 5Y | +63.1% | +73.4% | -10.4% | -4.5% |
| 10Y | +466.4% | +202.4% | +264.0% | +64.8% |
| All | +466.4% | +203.8% | +262.7% | +64.8% |
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