-33.6%
FSLR vs IWD
+29.9%
-63.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.6% | -5.6% |
| 7D | -2.6% | +1.6% | -4.2% | -5.8% |
| 30D | +1.8% | +3.6% | -1.8% | -5.3% |
| 3M | -24.4% | +2.0% | -26.4% | -27.5% |
| 6M | -17.7% | +13.1% | -30.8% | -34.0% |
| YTD | -30.7% | +26.2% | -56.9% | -54.2% |
| 1Y | -33.6% | +29.6% | -63.2% | -57.7% |
| All | -33.6% | +29.9% | -63.5% | -57.7% |
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 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