+182.1%
FSLY vs IRM
+34.4%
+147.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -4.4% |
| 7D | -10.6% | -0.5% | -10.2% | -10.2% |
| 30D | -20.9% | -8.1% | -12.8% | -12.1% |
| 3M | +3.4% | -9.7% | +13.1% | +15.9% |
| 6M | +2.7% | +10.0% | -7.3% | -7.3% |
| YTD | +102.3% | +43.0% | +59.3% | +48.3% |
| 1Y | +182.1% | +32.7% | +149.4% | +117.3% |
| All | +182.1% | +34.4% | +147.7% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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