+143.6%
IBM vs FSLR
+464.2%
-320.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | -1.7% | -8.4% | +6.7% | -1.0% |
| 30D | +10.1% | -0.9% | +11.0% | +10.1% |
| 3M | +4.8% | -26.1% | +30.9% | +7.4% |
| 6M | +12.6% | -23.6% | +36.3% | +14.7% |
| YTD | -13.9% | -31.8% | +17.9% | -11.9% |
| 1Y | -18.7% | -32.6% | +13.9% | -16.8% |
| 3Y | +81.9% | +33.0% | +48.9% | +67.8% |
| 5Y | +148.3% | +56.8% | +91.5% | +118.3% |
| 10Y | +143.6% | +455.6% | -311.9% | +74.3% |
| All | +143.6% | +464.2% | -320.5% | +74.3% |
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