+164.3%
FSLY vs IAG
+56.5%
+107.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.2% | -10.4% | +0.2% |
| 7D | -22.2% | +1.1% | -23.3% | -22.1% |
| 30D | -19.1% | -5.3% | -13.9% | -19.4% |
| 3M | -15.7% | +18.0% | -33.7% | -14.2% |
| 6M | -23.5% | +7.1% | -30.6% | -21.9% |
| YTD | +106.6% | +5.9% | +100.7% | +81.5% |
| 1Y | +164.3% | +59.4% | +104.9% | +94.7% |
| All | +164.3% | +56.5% | +107.7% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling