+161.6%
IWM vs FSLR
+498.1%
-336.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.8% | +0.5% |
| 7D | -2.0% | +15.3% | -17.4% | -4.7% |
| 30D | -1.5% | +11.7% | -13.1% | -3.6% |
| 3M | -8.0% | -17.6% | +9.6% | -5.0% |
| 6M | -4.1% | -7.7% | +3.6% | -3.8% |
| YTD | +11.9% | -23.0% | +34.9% | +15.1% |
| 1Y | +15.0% | -26.0% | +41.1% | +19.0% |
| 3Y | +64.2% | +36.9% | +27.3% | +39.4% |
| 5Y | +20.4% | +72.9% | -52.5% | -8.9% |
| All | +161.6% | +498.1% | -336.5% | +44.4% |
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