-28.3%
FSLY vs IRM
+418.3%
-446.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.8% |
| 7D | +11.8% | +8.6% | +3.2% | +5.4% |
| 30D | -36.5% | 0.0% | -36.5% | -35.1% |
| 3M | -39.7% | -7.1% | -32.6% | -35.2% |
| 6M | -9.7% | -7.9% | -1.8% | -2.6% |
| YTD | +68.9% | +41.3% | +27.6% | +41.2% |
| 1Y | +44.5% | +20.7% | +23.7% | +32.6% |
| 3Y | +4.8% | +112.2% | -107.3% | -32.4% |
| 5Y | -66.0% | +191.2% | -257.2% | -81.1% |
| All | -28.3% | +418.3% | -446.7% | -71.2% |
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