+364.4%
IGV vs FSLR
+431.1%
-66.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | 0.0% |
| 7D | -1.5% | +0.2% | -1.8% | -1.6% |
| 30D | -3.0% | -15.1% | +12.1% | -0.3% |
| 3M | +9.6% | -22.5% | +32.1% | +14.0% |
| 6M | +16.1% | +4.0% | +12.2% | +14.0% |
| YTD | -3.6% | -22.3% | +18.6% | -1.1% |
| 1Y | -7.8% | 0.0% | -7.9% | -10.3% |
| 3Y | +40.0% | +10.9% | +29.1% | +24.4% |
| 5Y | +21.2% | +105.4% | -84.2% | -12.0% |
| 10Y | +364.4% | +447.0% | -82.6% | +156.9% |
| All | +364.4% | +431.1% | -66.7% | +156.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling