+214.9%
ICE vs FSLR
+431.1%
-216.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.4% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | +4.0% | -15.1% | +19.1% | +5.2% |
| 3M | +11.0% | -22.5% | +33.5% | +12.8% |
| 6M | -5.0% | +4.0% | -8.9% | -6.0% |
| YTD | -2.7% | -22.3% | +19.6% | -1.8% |
| 1Y | -8.6% | 0.0% | -8.6% | -10.1% |
| 3Y | +41.4% | +10.9% | +30.5% | +32.9% |
| 5Y | +39.9% | +105.4% | -65.5% | +19.0% |
| 10Y | +214.9% | +447.0% | -232.1% | +130.7% |
| All | +214.9% | +431.1% | -216.2% | +130.7% |
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