-14.2%
FSLY vs IRM
+424.6%
-438.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -3.6% |
| 7D | -10.6% | -0.5% | -10.2% | -10.3% |
| 30D | -20.9% | -8.1% | -12.8% | -15.6% |
| 3M | +3.4% | -9.7% | +13.1% | +10.9% |
| 6M | +2.7% | +10.0% | -7.3% | -2.5% |
| YTD | +102.3% | +43.0% | +59.3% | +64.7% |
| 1Y | +182.1% | +32.7% | +149.4% | +140.0% |
| 3Y | -14.6% | +102.7% | -117.3% | -44.4% |
| 5Y | -55.9% | +187.6% | -243.5% | -76.0% |
| All | -14.2% | +424.6% | -438.7% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling