+185.7%
IONQ vs FSLR
+69.6%
+116.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.3% | -6.1% | -8.2% |
| 7D | +16.8% | -12.0% | +28.7% | +22.4% |
| 30D | -11.1% | -7.7% | -3.5% | -8.4% |
| 3M | -31.7% | -24.0% | -7.7% | -24.9% |
| 6M | -44.8% | -24.4% | -20.3% | -38.5% |
| YTD | -31.2% | -34.0% | +2.8% | -21.5% |
| 1Y | -39.1% | -35.6% | -3.6% | -29.6% |
| 3Y | +189.5% | +28.7% | +160.8% | +129.5% |
| 5Y | +53.2% | +55.3% | -2.2% | -12.3% |
| All | +185.7% | +69.6% | +116.1% | +56.5% |
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 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