+22.0%
IGV vs FSLR
+116.7%
-94.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.4% |
| 7D | -3.3% | +6.8% | -10.1% | -4.2% |
| 30D | 0.0% | -14.7% | +14.7% | +2.2% |
| 3M | +7.3% | -22.6% | +29.9% | +10.9% |
| 6M | +16.7% | +12.7% | +4.0% | +13.7% |
| YTD | -2.8% | -18.4% | +15.5% | -1.3% |
| 1Y | -6.7% | +4.9% | -11.6% | -9.3% |
| 3Y | +41.1% | +16.4% | +24.7% | +25.7% |
| 5Y | +22.0% | +123.5% | -101.5% | -19.5% |
| All | +22.0% | +116.7% | -94.7% | -19.5% |
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