+928.3%
ICE vs FSLR
+638.7%
+289.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.9% | +2.3% |
| 7D | +3.2% | -2.6% | +5.8% | +3.6% |
| 30D | +12.9% | +1.8% | +11.1% | +12.3% |
| 3M | +17.5% | -24.4% | +41.9% | +22.6% |
| 6M | +14.0% | -17.7% | +31.7% | +15.8% |
| YTD | +10.0% | -30.7% | +40.7% | +13.9% |
| 1Y | +19.5% | -33.6% | +53.2% | +24.4% |
| 3Y | +66.8% | +35.1% | +31.6% | +40.8% |
| 5Y | +40.3% | +63.1% | -22.7% | +7.9% |
| 10Y | +249.7% | +466.4% | -216.7% | +81.7% |
| All | +928.3% | +638.7% | +289.6% | +427.0% |
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