+631.5%
FSLR vs IYR
+159.9%
+471.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.4% | -5.4% |
| 7D | -2.6% | +2.1% | -4.7% | -4.0% |
| 30D | +1.8% | +7.2% | -5.4% | -2.9% |
| 3M | -24.4% | +0.4% | -24.8% | -24.6% |
| 6M | -17.7% | +1.4% | -19.2% | -19.1% |
| YTD | -30.7% | +11.3% | -42.1% | -36.2% |
| 1Y | -33.6% | +10.5% | -44.1% | -38.5% |
| 3Y | +35.1% | +41.7% | -6.6% | +5.2% |
| 5Y | +63.1% | +7.1% | +56.0% | +52.6% |
| 10Y | +466.4% | +89.1% | +377.4% | +254.1% |
| All | +631.5% | +159.9% | +471.6% | +275.9% |
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