+164.3%
FSLY vs IRE
-97.6%
+261.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -23.2% | +23.1% | +0.8% |
| 7D | -22.2% | -46.8% | +24.7% | -20.4% |
| 30D | -19.1% | -75.5% | +56.4% | -16.0% |
| 3M | -15.7% | -79.4% | +63.7% | -12.4% |
| 6M | -23.5% | -91.3% | +67.8% | -18.5% |
| YTD | +106.6% | -90.8% | +197.5% | +130.9% |
| 1Y | +164.3% | -97.7% | +262.0% | +165.9% |
| All | +164.3% | -97.6% | +261.8% | +165.9% |
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