+198.2%
IAU vs FSLY
-22.7%
+220.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.1% |
| 7D | -4.6% | +4.9% | -9.4% | -4.6% |
| 30D | -5.4% | -33.5% | +28.1% | -5.2% |
| 3M | -10.9% | -44.6% | +33.8% | -10.6% |
| 6M | -17.4% | -9.2% | -8.1% | -17.4% |
| YTD | -10.2% | +63.3% | -73.5% | -10.8% |
| 1Y | -7.1% | +45.3% | -52.3% | -7.6% |
| 3Y | +97.7% | +3.7% | +94.0% | +96.0% |
| 5Y | +105.3% | -67.2% | +172.5% | +104.4% |
| All | +198.2% | -22.7% | +220.9% | +192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling