+592.8%
FSLR vs IWF
+937.2%
-344.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.8% |
| 7D | -14.8% | +2.8% | -17.6% | -17.9% |
| 30D | -4.3% | -7.5% | +3.3% | +4.3% |
| 3M | -23.4% | -8.5% | -14.9% | -15.4% |
| 6M | -26.9% | -7.4% | -19.5% | -19.9% |
| YTD | -34.4% | -2.6% | -31.7% | -33.1% |
| 1Y | -33.2% | -1.8% | -31.4% | -32.5% |
| 3Y | +28.1% | +65.5% | -37.4% | -35.3% |
| 5Y | +54.5% | +55.8% | -1.3% | -18.5% |
| 10Y | +434.6% | +384.9% | +49.7% | -52.0% |
| All | +592.8% | +937.2% | -344.4% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling