+16.4%
FSLR vs IWF
+79.6%
-63.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.6% |
| 7D | +6.8% | +1.5% | +5.3% | +5.4% |
| 30D | -14.7% | -1.3% | -13.4% | -13.8% |
| 3M | -22.6% | +0.1% | -22.7% | -22.4% |
| 6M | +12.7% | +10.3% | +2.4% | +4.7% |
| YTD | -18.4% | +4.2% | -22.5% | -20.8% |
| 1Y | +4.9% | +9.3% | -4.4% | -1.9% |
| 3Y | +16.4% | +79.3% | -62.9% | -30.8% |
| All | +16.4% | +79.6% | -63.2% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling