+103.1%
IAU vs FSLY
+6.5%
+96.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.4% | -1.2% |
| 7D | -2.0% | -17.9% | +16.0% | -1.9% |
| 30D | -4.4% | -34.7% | +30.3% | -4.3% |
| 3M | -8.9% | -40.0% | +31.1% | -8.8% |
| 6M | -15.9% | -11.8% | -4.1% | -15.9% |
| YTD | -7.8% | +69.5% | -77.3% | -7.0% |
| 1Y | -3.8% | +44.0% | -47.7% | -2.9% |
| All | +103.1% | +6.5% | +96.6% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 3y: compounded portfolio wealth divided by compounded FSLY 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…
3y analysis · Full analysis span regression · 6 months rolling