+592.8%
FSLR vs IYR
+158.0%
+434.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -14.8% | +0.6% | -15.4% | -15.2% |
| 30D | -4.3% | +6.6% | -10.9% | -8.4% |
| 3M | -23.4% | -1.8% | -21.6% | -22.4% |
| 6M | -26.9% | +1.4% | -28.4% | -28.2% |
| YTD | -34.4% | +10.5% | -44.9% | -39.2% |
| 1Y | -33.2% | +10.6% | -43.8% | -38.2% |
| 3Y | +28.1% | +41.8% | -13.8% | -0.4% |
| 5Y | +54.5% | +6.0% | +48.5% | +45.6% |
| 10Y | +434.6% | +86.7% | +347.9% | +237.1% |
| All | +592.8% | +158.0% | +434.8% | +257.8% |
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