+111.2%
IAU vs FSLY
-65.4%
+176.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.8% |
| 1Y | -3.8% | +44.0% | -47.7% | -3.7% |
| 3Y | +104.3% | +5.2% | +99.1% | +103.7% |
| 5Y | +111.2% | -65.6% | +176.8% | +107.9% |
| All | +111.2% | -65.4% | +176.6% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling