+726.4%
FSLR vs IYR
+155.9%
+570.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | 0.0% | -1.2% | +1.2% | +0.8% |
| 30D | -13.7% | -2.9% | -10.8% | -12.0% |
| 3M | -35.1% | +0.8% | -35.9% | -35.9% |
| 6M | +3.6% | +1.9% | +1.8% | +1.6% |
| YTD | -21.7% | +9.6% | -31.4% | -27.1% |
| 1Y | +1.3% | +8.1% | -6.8% | -4.8% |
| 3Y | +9.7% | +29.2% | -19.5% | -9.0% |
| 5Y | +117.4% | +4.3% | +113.1% | +106.7% |
| 10Y | +435.5% | +64.7% | +370.8% | +266.5% |
| All | +726.4% | +155.9% | +570.5% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling