-5.3%
FSLY vs IFF
-25.0%
+19.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.4% |
| 7D | +11.2% | -3.0% | +14.2% | +12.8% |
| 30D | -18.2% | -0.9% | -17.2% | -18.1% |
| 3M | +21.9% | +11.8% | +10.1% | +14.6% |
| 6M | +4.0% | +16.5% | -12.5% | -4.4% |
| YTD | +123.1% | +26.5% | +96.6% | +99.3% |
| 1Y | +196.9% | +32.7% | +164.2% | +157.4% |
| 3Y | -1.3% | +32.0% | -33.3% | -17.9% |
| 5Y | -50.2% | -36.1% | -14.1% | -41.8% |
| All | -5.3% | -25.0% | +19.7% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling