+447.0%
FSLR vs IWF
+412.6%
+34.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.3% |
| 7D | +0.2% | +0.5% | -0.3% | -0.2% |
| 30D | -15.1% | -1.4% | -13.8% | -14.1% |
| 3M | -22.5% | +0.4% | -23.0% | -22.6% |
| 6M | +4.0% | +8.5% | -4.5% | -2.8% |
| YTD | -22.3% | +3.7% | -25.9% | -24.6% |
| 1Y | 0.0% | +8.5% | -8.4% | -6.6% |
| 3Y | +10.9% | +78.5% | -67.7% | -35.2% |
| 5Y | +105.4% | +73.6% | +31.7% | +22.5% |
| 10Y | +447.0% | +421.3% | +25.7% | -14.4% |
| All | +447.0% | +412.6% | +34.4% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling