+431.2%
FSLR vs IWD
+198.0%
+233.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.7% |
| 7D | 0.0% | -0.3% | +0.3% | +0.3% |
| 30D | -13.7% | +0.6% | -14.2% | -14.1% |
| 3M | -35.1% | +7.2% | -42.3% | -39.3% |
| 6M | +3.6% | +16.2% | -12.6% | -10.2% |
| YTD | -21.7% | +23.3% | -45.1% | -36.2% |
| 1Y | +1.3% | +29.6% | -28.3% | -21.2% |
| 3Y | +9.7% | +70.5% | -60.8% | -34.7% |
| 5Y | +117.4% | +73.5% | +43.9% | +27.4% |
| All | +431.2% | +198.0% | +233.1% | +78.7% |
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