+84.8%
IEMG vs FSLR
+9.6%
+75.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | +0.1% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +4.6% | -15.1% | +19.8% | +6.7% |
| 3M | +4.8% | -22.5% | +27.4% | +8.0% |
| 6M | +16.8% | +4.0% | +12.9% | +16.4% |
| YTD | +24.8% | -22.3% | +47.1% | +27.5% |
| 1Y | +34.3% | 0.0% | +34.3% | +33.3% |
| All | +84.8% | +9.6% | +75.1% | +71.8% |
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 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