+150.2%
FSLY vs IRE
-84.4%
+234.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +14.0% | -16.5% | -2.8% |
| 7D | -10.6% | +54.8% | -65.4% | -11.6% |
| 30D | -20.9% | +18.4% | -39.3% | -21.4% |
| 3M | +3.4% | -66.7% | +70.2% | +4.5% |
| 6M | +2.7% | -52.3% | +55.1% | +5.2% |
| YTD | +102.3% | -52.3% | +154.6% | +113.2% |
| All | +150.2% | -84.4% | +234.6% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling