+140.8%
IEMG vs FSLR
+466.5%
-325.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | -1.3% | +2.2% | -3.5% | -1.7% |
| 30D | +1.9% | -7.8% | +9.7% | +3.1% |
| 3M | +1.4% | -22.9% | +24.3% | +5.2% |
| 6M | +15.2% | +4.4% | +10.8% | +13.9% |
| YTD | +23.8% | -20.0% | +43.8% | +26.6% |
| 1Y | +30.7% | +2.8% | +27.8% | +28.1% |
| 3Y | +83.3% | +16.5% | +66.7% | +67.7% |
| 5Y | +48.8% | +110.3% | -61.5% | +16.7% |
| All | +140.8% | +466.5% | -325.7% | +46.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling