+55.3%
FSLR vs IWD
+73.1%
-17.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.8% |
| 7D | -12.0% | +1.7% | -13.7% | -13.8% |
| 30D | -7.7% | +3.2% | -10.9% | -11.3% |
| 3M | -24.0% | +2.3% | -26.3% | -26.1% |
| 6M | -24.4% | +12.9% | -37.4% | -34.0% |
| YTD | -34.0% | +26.2% | -60.3% | -49.0% |
| 1Y | -35.6% | +28.3% | -63.9% | -51.0% |
| 3Y | +28.7% | +84.4% | -55.7% | -35.0% |
| 5Y | +55.3% | +73.0% | -17.6% | -15.6% |
| All | +55.3% | +73.1% | -17.7% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling