-6.6%
FSLY vs IAG
+797.8%
-804.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.5% |
| 7D | +3.5% | +4.3% | -0.8% | +3.2% |
| 30D | -6.4% | +9.8% | -16.2% | -6.9% |
| 3M | +10.9% | +28.9% | -18.0% | +8.9% |
| 6M | +6.7% | -7.6% | +14.3% | +6.2% |
| YTD | +111.1% | +22.0% | +89.1% | +100.0% |
| 1Y | +185.8% | +99.5% | +86.3% | +152.5% |
| 3Y | -6.6% | +818.3% | -824.8% | -32.1% |
| All | -6.6% | +797.8% | -804.3% | -32.1% |
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