-5.3%
FSLY vs IRM
+406.8%
-412.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.4% |
| 7D | +7.5% | -1.8% | +9.3% | +8.7% |
| 30D | -21.1% | -7.8% | -13.3% | -16.3% |
| 3M | +21.8% | -7.9% | +29.6% | +28.7% |
| 6M | -0.1% | +6.3% | -6.5% | -3.2% |
| YTD | +123.1% | +38.2% | +84.9% | +85.9% |
| 1Y | +208.6% | +19.8% | +188.7% | +180.0% |
| 3Y | -1.3% | +98.8% | -100.0% | -34.8% |
| 5Y | -48.4% | +191.8% | -240.1% | -71.8% |
| All | -5.3% | +406.8% | -412.1% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling