+33.1%
FSLR vs IWD
+85.5%
-52.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.2% |
| 7D | -8.4% | -0.6% | -7.9% | -8.0% |
| 30D | -0.9% | +3.6% | -4.5% | -5.6% |
| 3M | -26.1% | +2.7% | -28.7% | -28.6% |
| 6M | -23.6% | +13.2% | -36.8% | -34.4% |
| YTD | -31.8% | +26.8% | -58.6% | -48.7% |
| 1Y | -32.6% | +29.3% | -61.8% | -50.3% |
| All | +33.1% | +85.5% | -52.4% | -59.6% |
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