+575.0%
IBKR vs FSLY
+5.6%
+569.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | +7.5% | -11.3% | -4.5% |
| 30D | -0.3% | -21.1% | +20.8% | +1.6% |
| 3M | +4.8% | +21.8% | -17.0% | +2.4% |
| 6M | +30.8% | -0.1% | +30.9% | +27.5% |
| YTD | +39.5% | +123.1% | -83.6% | +24.1% |
| 1Y | +43.7% | +208.6% | -164.9% | +22.6% |
| 3Y | +284.7% | -1.3% | +285.9% | +247.0% |
| 5Y | +484.9% | -48.4% | +533.3% | +420.6% |
| All | +575.0% | +5.6% | +569.4% | +386.9% |
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 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