+40.6%
ICE vs FSLY
-67.4%
+108.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.3% |
| 7D | +3.2% | -22.9% | +26.1% | +4.0% |
| 30D | +12.9% | -44.6% | +57.5% | +15.1% |
| 3M | +17.5% | -41.5% | +59.0% | +19.2% |
| 6M | +14.0% | -20.8% | +34.8% | +13.6% |
| YTD | +10.0% | +59.5% | -49.5% | +2.4% |
| 1Y | +19.5% | +36.1% | -16.6% | +12.4% |
| 3Y | +66.8% | -1.0% | +67.7% | +54.1% |
| All | +40.6% | -67.4% | +108.0% | +33.0% |
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