+16.4%
FSLR vs IYR
+29.8%
-13.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +6.8% | -0.4% | +7.2% | +7.1% |
| 30D | -14.7% | -2.5% | -12.2% | -13.4% |
| 3M | -22.6% | +1.5% | -24.0% | -23.9% |
| 6M | +12.7% | +3.9% | +8.8% | +8.8% |
| YTD | -18.4% | +9.5% | -27.9% | -24.4% |
| 1Y | +4.9% | +7.5% | -2.5% | -1.5% |
| 3Y | +16.4% | +30.8% | -14.4% | -16.2% |
| All | +16.4% | +29.8% | -13.4% | -16.2% |
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