+9.6%
FSLR vs IWD
+70.7%
-61.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.5% |
| 7D | 0.0% | -0.3% | +0.3% | +0.4% |
| 30D | -13.7% | +0.6% | -14.2% | -14.3% |
| 3M | -35.1% | +7.2% | -42.3% | -40.5% |
| 6M | +3.6% | +16.2% | -12.6% | -13.9% |
| YTD | -21.7% | +23.3% | -45.1% | -39.7% |
| 1Y | +1.3% | +29.6% | -28.3% | -26.3% |
| All | +9.6% | +70.7% | -61.0% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling