+167.4%
IONQ vs FSLR
+68.7%
+98.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.2% |
| 7D | -11.5% | -14.8% | +3.3% | -6.2% |
| 30D | -8.1% | -4.3% | -3.8% | -6.6% |
| 3M | -35.8% | -23.4% | -12.4% | -29.6% |
| 6M | -47.7% | -26.9% | -20.8% | -41.2% |
| YTD | -35.6% | -34.4% | -1.2% | -26.3% |
| 1Y | -36.4% | -33.2% | -3.2% | -27.4% |
| 3Y | +150.0% | +28.1% | +122.0% | +98.6% |
| 5Y | +43.3% | +54.5% | -11.2% | -17.8% |
| All | +167.4% | +68.7% | +98.7% | +46.8% |
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