+3.7%
FSLY vs IAG
+663.0%
-659.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.4% |
| 7D | +4.9% | -7.7% | +12.5% | +5.4% |
| 30D | -33.5% | +1.6% | -35.1% | -33.7% |
| 3M | -44.6% | -2.4% | -42.2% | -44.7% |
| 6M | -9.2% | -7.8% | -1.4% | -9.3% |
| YTD | +63.3% | +5.0% | +58.2% | +55.3% |
| 1Y | +45.3% | +25.7% | +19.6% | +34.1% |
| 3Y | +3.7% | +694.5% | -690.8% | -31.1% |
| All | +3.7% | +663.0% | -659.3% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling