+47.0%
IEMG vs FSLR
+106.8%
-59.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.3% |
| 7D | -0.9% | -0.1% | -0.7% | -0.9% |
| 30D | +2.1% | -14.0% | +16.1% | +3.9% |
| 3M | +4.6% | -16.9% | +21.5% | +6.8% |
| 6M | +14.0% | +4.7% | +9.3% | +13.3% |
| YTD | +22.3% | -20.7% | +43.0% | +24.7% |
| 1Y | +30.7% | +1.7% | +29.0% | +29.2% |
| 3Y | +83.2% | +13.1% | +70.1% | +72.2% |
| 5Y | +47.0% | +108.4% | -61.4% | +18.8% |
| All | +47.0% | +106.8% | -59.8% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling