+228.2%
IONQ vs FSLR
+36.7%
+191.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.6% | +0.9% |
| 7D | +16.7% | -2.6% | +19.3% | +17.5% |
| 30D | -12.3% | +1.8% | -14.1% | -12.9% |
| 3M | -17.7% | -24.4% | +6.7% | -10.3% |
| 6M | -28.9% | -17.7% | -11.2% | -23.3% |
| YTD | -22.0% | -30.7% | +8.7% | -13.1% |
| 1Y | -36.8% | -33.6% | -3.2% | -28.5% |
| 3Y | +228.2% | +35.1% | +193.1% | +126.4% |
| All | +228.2% | +36.7% | +191.5% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling