+109.7%
FSLY vs IRE
-97.5%
+207.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.1% | -5.8% | +5.5% |
| 7D | -17.9% | -15.1% | -2.8% | -17.3% |
| 30D | -34.7% | -71.4% | +36.7% | -31.9% |
| 3M | -40.0% | -81.2% | +41.1% | -37.0% |
| 6M | -11.8% | -93.7% | +81.9% | -6.2% |
| YTD | +69.5% | -92.2% | +161.8% | +88.4% |
| 1Y | +44.0% | -97.3% | +141.2% | +46.6% |
| All | +109.7% | -97.5% | +207.2% | +119.2% |
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