-28.1%
FSLY vs IRM
+408.6%
-436.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +5.2% |
| 7D | -17.9% | -5.3% | -12.7% | -13.1% |
| 30D | -34.7% | -2.3% | -32.4% | -32.1% |
| 3M | -40.0% | -7.4% | -32.6% | -35.3% |
| 6M | -11.8% | -12.2% | +0.4% | -1.7% |
| YTD | +69.5% | +38.6% | +30.9% | +43.7% |
| 1Y | +44.0% | +14.9% | +29.1% | +36.5% |
| 3Y | +5.2% | +108.2% | -102.9% | -31.2% |
| 5Y | -65.6% | +183.8% | -249.4% | -80.6% |
| All | -28.1% | +408.6% | -436.7% | -70.7% |
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