+196.9%
FSLY vs IRM
+29.2%
+167.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.5% |
| 7D | +11.2% | +3.0% | +8.1% | +7.2% |
| 30D | -18.2% | -5.2% | -12.9% | -12.4% |
| 3M | +21.9% | -8.0% | +29.9% | +33.4% |
| 6M | +4.0% | +9.2% | -5.1% | -6.1% |
| YTD | +123.1% | +41.0% | +82.1% | +64.3% |
| 1Y | +196.9% | +23.3% | +173.6% | +142.5% |
| All | +196.9% | +29.2% | +167.7% | +142.5% |
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