+202.0%
IONQ vs FSLR
+98.0%
+104.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.7% | +20.7% | +22.4% |
| 7D | +8.6% | +15.3% | -6.7% | +3.0% |
| 30D | -21.1% | +11.7% | -32.8% | -24.1% |
| 3M | -17.9% | -17.6% | -0.3% | -12.2% |
| 6M | -37.9% | -7.7% | -30.2% | -35.5% |
| YTD | -27.3% | -23.0% | -4.3% | -21.4% |
| 1Y | -43.2% | -26.0% | -17.2% | -37.6% |
| 3Y | +191.0% | +36.9% | +154.1% | +126.4% |
| 5Y | +69.3% | +72.9% | -3.7% | -7.1% |
| All | +202.0% | +98.0% | +104.0% | +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 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