+131.6%
IBM vs FSLR
+464.5%
-332.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.6% |
| 7D | +0.3% | +6.8% | -6.5% | -0.3% |
| 30D | -1.5% | -14.7% | +13.2% | -0.2% |
| 3M | -16.8% | -22.6% | +5.8% | -15.1% |
| 6M | -9.0% | +12.7% | -21.7% | -10.3% |
| YTD | -20.1% | -18.4% | -1.7% | -19.3% |
| 1Y | -7.0% | +4.9% | -12.0% | -8.6% |
| 3Y | +72.4% | +16.4% | +56.0% | +62.1% |
| 5Y | +112.0% | +123.5% | -11.5% | +79.2% |
| 10Y | +131.6% | +454.3% | -322.8% | +62.9% |
| All | +131.6% | +464.5% | -332.9% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 10y: compounded portfolio wealth divided by compounded FSLR 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…
10y analysis · Full analysis span regression · 6 months rolling