+837.1%
ICE vs FSLR
+734.5%
+102.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -0.7% | 0.0% | -0.7% | -0.6% |
| 30D | +7.6% | -13.7% | +21.3% | +10.3% |
| 3M | +13.9% | -35.1% | +49.0% | +22.0% |
| 6M | -2.4% | +3.6% | -6.0% | -4.6% |
| YTD | +0.3% | -21.7% | +22.0% | +2.2% |
| 1Y | -6.4% | +1.3% | -7.7% | -9.8% |
| 3Y | +43.1% | +9.7% | +33.4% | +26.6% |
| 5Y | +42.1% | +117.4% | -75.3% | +3.5% |
| 10Y | +220.9% | +435.5% | -214.6% | +69.6% |
| All | +837.1% | +734.5% | +102.6% | +372.8% |
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