+1,042.2%
IGV vs FSLR
+682.1%
+360.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.7% | +7.3% | +3.4% |
| 7D | -0.4% | +5.3% | -5.7% | -1.3% |
| 30D | -9.9% | +7.8% | -17.7% | -11.1% |
| 3M | -1.2% | -23.4% | +22.2% | +2.7% |
| 6M | +11.3% | -12.9% | +24.2% | +12.6% |
| YTD | -4.0% | -26.7% | +22.7% | -1.2% |
| 1Y | -7.3% | -28.4% | +21.1% | -4.3% |
| 3Y | +42.8% | +44.6% | -1.8% | +23.7% |
| 5Y | +13.7% | +67.9% | -54.3% | -7.5% |
| 10Y | +354.8% | +496.9% | -142.1% | +183.0% |
| All | +1,042.2% | +682.1% | +360.2% | +539.0% |
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