-3.5%
FSLY vs IAG
+673.3%
-676.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.9% |
| 7D | +12.5% | -1.1% | +13.6% | +12.6% |
| 30D | -18.8% | +12.1% | -30.9% | -20.1% |
| 3M | +22.7% | +25.5% | -2.9% | +18.3% |
| 6M | -3.7% | -7.1% | +3.4% | -4.0% |
| YTD | +127.5% | +22.9% | +104.6% | +113.7% |
| 1Y | +193.5% | +83.3% | +110.2% | +157.1% |
| 3Y | -1.3% | +808.5% | -809.8% | -37.0% |
| 5Y | -47.3% | +838.0% | -885.3% | -69.0% |
| All | -3.5% | +673.3% | -676.7% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling