-50.2%
FSLY vs IAG
+804.8%
-855.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.5% | +5.4% |
| 7D | +11.2% | +1.7% | +9.5% | +11.0% |
| 30D | -18.2% | +11.4% | -29.6% | -19.3% |
| 3M | +21.9% | +33.0% | -11.1% | +17.2% |
| 6M | +4.0% | -6.0% | +10.0% | +3.6% |
| YTD | +123.1% | +24.6% | +98.5% | +109.2% |
| 1Y | +196.9% | +105.0% | +91.9% | +155.3% |
| 3Y | -1.3% | +837.9% | -839.2% | -37.6% |
| 5Y | -50.2% | +817.0% | -867.2% | -71.0% |
| All | -50.2% | +804.8% | -855.1% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling