+390.5%
IWM vs FSLR
+734.5%
-344.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -1.3% | -13.7% | +12.4% | +1.3% |
| 3M | +1.6% | -35.1% | +36.7% | +9.3% |
| 6M | +13.6% | +3.6% | +9.9% | +11.8% |
| YTD | +20.8% | -21.7% | +42.5% | +24.1% |
| 1Y | +26.4% | +1.3% | +25.1% | +23.3% |
| 3Y | +60.7% | +9.7% | +51.0% | +45.7% |
| 5Y | +38.2% | +117.4% | -79.2% | +5.6% |
| 10Y | +169.5% | +435.5% | -266.0% | +61.9% |
| All | +390.5% | +734.5% | -344.0% | +170.4% |
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 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