+619.9%
FSLR vs IWD
+413.0%
+207.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.1% |
| 7D | -8.4% | -0.6% | -7.9% | -8.1% |
| 30D | -0.9% | +3.6% | -4.5% | -5.4% |
| 3M | -26.1% | +2.7% | -28.7% | -28.5% |
| 6M | -23.6% | +13.2% | -36.8% | -34.1% |
| YTD | -31.8% | +26.8% | -58.6% | -48.7% |
| 1Y | -32.6% | +29.3% | -61.8% | -50.4% |
| 3Y | +33.0% | +85.1% | -52.1% | -37.2% |
| 5Y | +56.8% | +74.2% | -17.4% | -20.4% |
| 10Y | +455.6% | +204.6% | +251.0% | +32.6% |
| All | +619.9% | +413.0% | +207.0% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling