+39.9%
ICE vs FSLY
-49.3%
+89.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.0% |
| 7D | -0.9% | +11.2% | -12.0% | -1.3% |
| 30D | +4.0% | -18.2% | +22.1% | +4.7% |
| 3M | +11.0% | +21.9% | -10.9% | +9.5% |
| 6M | -5.0% | +4.0% | -9.0% | -7.0% |
| YTD | -2.7% | +123.1% | -125.8% | -10.1% |
| 1Y | -8.6% | +196.9% | -205.5% | -18.0% |
| 3Y | +41.4% | -1.3% | +42.6% | +33.8% |
| 5Y | +39.9% | -50.2% | +90.1% | +28.3% |
| All | +39.9% | -49.3% | +89.2% | +28.3% |
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