+953.0%
ICE vs FSLR
+627.0%
+326.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.7% |
| 7D | +3.2% | -8.4% | +11.7% | +4.7% |
| 30D | +14.7% | -0.9% | +15.6% | +14.6% |
| 3M | +19.8% | -26.1% | +45.9% | +25.5% |
| 6M | +15.2% | -23.6% | +38.9% | +18.7% |
| YTD | +12.7% | -31.8% | +44.5% | +16.9% |
| 1Y | +20.4% | -32.6% | +53.0% | +24.9% |
| 3Y | +70.8% | +33.0% | +37.8% | +44.6% |
| 5Y | +43.9% | +56.8% | -12.8% | +11.5% |
| 10Y | +264.8% | +455.6% | -190.8% | +90.2% |
| All | +953.0% | +627.0% | +326.0% | +441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling