+64.2%
IWM vs FSLR
+32.4%
+31.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.8% | +0.6% |
| 7D | -2.0% | +15.3% | -17.4% | -3.8% |
| 30D | -1.5% | +11.7% | -13.1% | -2.9% |
| 3M | -8.0% | -17.6% | +9.6% | -6.0% |
| 6M | -4.1% | -7.7% | +3.6% | -3.7% |
| YTD | +11.9% | -23.0% | +34.9% | +14.1% |
| 1Y | +15.0% | -26.0% | +41.1% | +17.7% |
| 3Y | +64.2% | +36.9% | +27.3% | +37.4% |
| All | +64.2% | +32.4% | +31.8% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling