+4.9%
FSLR vs IWD
+28.8%
-23.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +5.8% |
| 7D | +6.8% | -0.2% | +7.0% | +7.1% |
| 30D | -14.7% | -0.8% | -13.9% | -13.5% |
| 3M | -22.6% | +8.0% | -30.6% | -32.5% |
| 6M | +12.7% | +18.2% | -5.5% | -13.3% |
| YTD | -18.4% | +22.3% | -40.7% | -41.4% |
| 1Y | +4.9% | +28.9% | -23.9% | -26.1% |
| All | +4.9% | +28.8% | -23.9% | -26.1% |
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