+145.6%
IEMG vs FSLR
+807.8%
-662.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.5% |
| 7D | +2.8% | +6.8% | -4.0% | +1.8% |
| 30D | +4.6% | -14.7% | +19.4% | +6.9% |
| 3M | +5.5% | -22.6% | +28.1% | +9.0% |
| 6M | +19.7% | +12.7% | +7.0% | +17.3% |
| YTD | +25.5% | -18.4% | +43.9% | +27.8% |
| 1Y | +35.5% | +4.9% | +30.6% | +32.7% |
| 3Y | +88.0% | +16.4% | +71.6% | +73.7% |
| 5Y | +50.6% | +123.5% | -72.9% | +21.5% |
| 10Y | +138.4% | +454.3% | -316.0% | +59.2% |
| All | +145.6% | +807.8% | -662.2% | +56.0% |
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