+35.1%
FSLR vs IYR
+42.0%
-6.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.4% | -5.4% |
| 7D | -2.6% | +2.1% | -4.7% | -3.8% |
| 30D | +1.8% | +7.2% | -5.4% | -2.2% |
| 3M | -24.4% | +0.4% | -24.8% | -24.6% |
| 6M | -17.7% | +1.4% | -19.2% | -19.0% |
| YTD | -30.7% | +11.3% | -42.1% | -36.0% |
| 1Y | -33.6% | +10.5% | -44.1% | -38.4% |
| 3Y | +35.1% | +41.7% | -6.6% | -17.3% |
| All | +35.1% | +42.0% | -6.9% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling