+144.3%
IWM vs FSLR
+432.1%
-287.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.6% | -1.0% |
| 7D | +2.8% | -12.0% | +14.7% | +5.2% |
| 30D | +0.6% | -7.7% | +8.3% | +2.0% |
| 3M | -7.8% | -24.0% | +16.2% | -3.4% |
| 6M | -1.0% | -24.4% | +23.5% | +3.1% |
| YTD | +13.9% | -34.0% | +47.9% | +20.5% |
| 1Y | +15.4% | -35.6% | +51.0% | +22.5% |
| 3Y | +70.2% | +28.7% | +41.6% | +45.5% |
| 5Y | +23.7% | +55.3% | -31.7% | -4.9% |
| All | +144.3% | +432.1% | -287.8% | +37.3% |
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 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