+294.8%
IONQ vs FSLR
+117.9%
+176.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.8% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -1.0% | -13.7% | +12.6% | +4.8% |
| 3M | -39.8% | -35.1% | -4.7% | -28.8% |
| 6M | +6.4% | +3.6% | +2.8% | +6.6% |
| YTD | -11.9% | -21.7% | +9.8% | -4.6% |
| 1Y | -6.2% | +1.3% | -7.4% | -7.4% |
| 3Y | +125.7% | +9.7% | +116.0% | +88.3% |
| All | +294.8% | +117.9% | +176.9% | +74.3% |
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