+35.1%
FSLR vs IWF
+66.6%
-31.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.7% | -4.8% |
| 7D | -2.6% | -2.9% | +0.3% | -0.6% |
| 30D | +1.8% | -10.9% | +12.6% | +12.3% |
| 3M | -24.4% | -8.1% | -16.3% | -18.9% |
| 6M | -17.7% | -7.5% | -10.2% | -11.5% |
| YTD | -30.7% | -3.4% | -27.3% | -28.5% |
| 1Y | -33.6% | -5.0% | -28.6% | -30.4% |
| 3Y | +35.1% | +64.0% | -28.9% | -29.7% |
| All | +35.1% | +66.6% | -31.4% | -29.7% |
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