+265.9%
IONQ vs FSLR
+101.3%
+164.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | -39.8% | -35.1% | -4.7% | -29.4% |
| 6M | +6.4% | +3.6% | +2.8% | +6.7% |
| YTD | -11.9% | -21.7% | +9.8% | -4.9% |
| 1Y | -6.2% | +1.3% | -7.4% | -7.2% |
| 3Y | +125.7% | +9.7% | +116.0% | +92.6% |
| 5Y | +296.0% | +117.4% | +178.6% | +108.9% |
| All | +265.9% | +101.3% | +164.7% | +89.5% |
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 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