+589.7%
IBKR vs FSLY
+7.7%
+582.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.0% |
| 7D | -1.3% | +12.5% | -13.8% | -2.4% |
| 30D | -0.2% | -18.8% | +18.6% | +1.5% |
| 3M | +3.0% | +22.7% | -19.7% | +0.5% |
| 6M | +33.9% | -3.7% | +37.6% | +30.9% |
| YTD | +42.5% | +127.5% | -85.0% | +26.6% |
| 1Y | +44.9% | +193.5% | -148.7% | +24.3% |
| 3Y | +293.0% | -1.3% | +294.3% | +254.7% |
| 5Y | +497.7% | -47.3% | +545.0% | +431.0% |
| All | +589.7% | +7.7% | +582.0% | +396.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling