-14.2%
FSLY vs IAG
+681.7%
-695.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.2% |
| 7D | -10.6% | -0.5% | -10.1% | -10.5% |
| 30D | -20.9% | +28.9% | -49.8% | -23.7% |
| 3M | +3.4% | +19.1% | -15.7% | +0.5% |
| 6M | +2.7% | -10.3% | +13.0% | +2.9% |
| YTD | +102.3% | +24.2% | +78.1% | +89.7% |
| 1Y | +182.1% | +116.5% | +65.6% | +140.4% |
| 3Y | -14.6% | +742.8% | -757.4% | -44.7% |
| 5Y | -55.9% | +753.3% | -809.2% | -73.6% |
| All | -14.2% | +681.7% | -695.9% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling