+117.6%
IEMG vs FSLR
+629.6%
-512.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +2.7% | -14.8% | +17.5% | +5.0% |
| 30D | -5.7% | -4.3% | -1.4% | -5.2% |
| 3M | -8.8% | -23.4% | +14.6% | -5.7% |
| 6M | -8.9% | -26.9% | +18.0% | -5.4% |
| YTD | +11.2% | -34.4% | +45.6% | +16.4% |
| 1Y | +12.2% | -33.2% | +45.4% | +17.0% |
| 3Y | +68.5% | +28.1% | +40.5% | +53.4% |
| 5Y | +34.3% | +54.5% | -20.2% | +14.3% |
| 10Y | +131.1% | +434.6% | -303.5% | +56.0% |
| All | +117.6% | +629.6% | -512.1% | +42.1% |
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