+40.6%
ICE vs FSLR
+116.7%
-76.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -2.4% |
| 7D | -1.2% | +6.8% | -8.0% | -1.4% |
| 30D | +5.0% | -14.7% | +19.7% | +5.7% |
| 3M | +13.9% | -22.6% | +36.4% | +15.1% |
| 6M | -4.4% | +12.7% | -17.1% | -5.5% |
| YTD | -1.9% | -18.4% | +16.5% | -1.5% |
| 1Y | -8.1% | +4.9% | -13.1% | -9.5% |
| 3Y | +42.5% | +16.4% | +26.1% | +34.6% |
| 5Y | +40.6% | +123.5% | -82.8% | +18.6% |
| All | +40.6% | +116.7% | -76.1% | +18.6% |
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