+315.2%
IVV vs FSLR
+424.2%
-109.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.1% | -13.7% | +13.7% | +2.0% |
| 3M | +2.0% | -35.1% | +37.1% | +7.7% |
| 6M | +13.0% | +3.6% | +9.4% | +11.7% |
| YTD | +13.6% | -21.7% | +35.3% | +15.9% |
| 1Y | +20.1% | +1.3% | +18.8% | +17.7% |
| 3Y | +77.6% | +9.7% | +67.9% | +63.7% |
| 5Y | +82.5% | +117.4% | -34.9% | +43.5% |
| All | +315.2% | +424.2% | -109.0% | +163.8% |
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