-47.3%
FSLY vs IFF
-35.8%
-11.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | +12.5% | -3.2% | +15.7% | +14.6% |
| 30D | -18.8% | -0.3% | -18.5% | -19.0% |
| 3M | +22.7% | +8.4% | +14.2% | +15.9% |
| 6M | -3.7% | +23.0% | -26.7% | -16.0% |
| YTD | +127.5% | +25.5% | +102.0% | +99.0% |
| 1Y | +193.5% | +29.1% | +164.5% | +150.1% |
| 3Y | -1.3% | +31.7% | -33.0% | -24.1% |
| All | -47.3% | -35.8% | -11.5% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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