+68.5%
IEMG vs FSLR
+29.6%
+38.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +2.7% | -14.8% | +17.5% | +4.7% |
| 30D | -5.7% | -4.3% | -1.4% | -5.3% |
| 3M | -8.8% | -23.4% | +14.6% | -6.0% |
| 6M | -8.9% | -26.9% | +18.0% | -5.6% |
| YTD | +11.2% | -34.4% | +45.6% | +15.7% |
| 1Y | +12.2% | -33.2% | +45.4% | +16.4% |
| 3Y | +68.5% | +28.1% | +40.5% | +55.4% |
| All | +68.5% | +29.6% | +38.9% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling