+92.6%
FSLY vs IRE
-97.2%
+189.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +39.6% | -36.5% | +0.6% |
| 7D | -31.4% | -27.2% | -4.3% | -30.6% |
| 30D | -37.3% | -75.1% | +37.8% | -34.6% |
| 3M | -30.1% | -77.9% | +47.7% | -27.2% |
| 6M | -49.8% | -94.6% | +44.8% | -46.8% |
| YTD | +55.7% | -91.5% | +147.2% | +72.3% |
| 1Y | +44.5% | -97.8% | +142.3% | +40.4% |
| All | +92.6% | -97.2% | +189.8% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling