+40.3%
ICE vs FSLR
+60.7%
-20.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.9% | +1.6% |
| 7D | +3.2% | -2.6% | +5.8% | +3.3% |
| 30D | +12.9% | +1.8% | +11.1% | +12.8% |
| 3M | +17.5% | -24.4% | +41.9% | +18.8% |
| 6M | +14.0% | -17.7% | +31.7% | +14.3% |
| YTD | +10.0% | -30.7% | +40.7% | +11.1% |
| 1Y | +19.5% | -33.6% | +53.2% | +21.0% |
| 3Y | +66.8% | +35.1% | +31.6% | +53.3% |
| 5Y | +40.3% | +63.1% | -22.7% | +17.2% |
| All | +40.3% | +60.7% | -20.4% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling