-26.0%
FSLR vs IWF
-1.6%
-24.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.2% |
| 7D | +10.3% | -4.2% | +14.5% | +15.4% |
| 30D | +10.4% | -8.1% | +18.6% | +21.1% |
| 3M | -20.2% | -5.1% | -15.1% | -15.6% |
| 6M | -8.0% | -1.4% | -6.6% | -4.5% |
| YTD | -25.5% | -0.1% | -25.4% | -23.2% |
| 1Y | -26.0% | -1.3% | -24.7% | -22.0% |
| All | -26.0% | -1.6% | -24.3% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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