+442.6%
FSLR vs IYR
+70.0%
+372.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.6% | -4.0% |
| 7D | +0.2% | -0.9% | +1.2% | +0.9% |
| 30D | -15.1% | -2.4% | -12.8% | -13.8% |
| 3M | -22.5% | -2.0% | -20.5% | -21.9% |
| 6M | +4.0% | +2.5% | +1.5% | +1.4% |
| YTD | -22.3% | +8.3% | -30.6% | -27.2% |
| 1Y | 0.0% | +6.5% | -6.4% | -5.3% |
| 3Y | +10.9% | +29.3% | -18.5% | -9.4% |
| 5Y | +105.4% | +5.7% | +99.7% | +91.8% |
| All | +442.6% | +70.0% | +372.6% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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