+117.9%
ICE vs FSLY
-4.2%
+122.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.9% |
| 7D | -0.7% | -10.6% | +10.0% | -0.1% |
| 30D | +7.6% | -20.9% | +28.5% | +8.6% |
| 3M | +13.9% | +3.4% | +10.5% | +13.1% |
| 6M | -2.4% | +2.7% | -5.1% | -4.8% |
| YTD | +0.3% | +102.3% | -102.0% | -7.7% |
| 1Y | -6.4% | +182.1% | -188.5% | -16.6% |
| 3Y | +43.1% | -14.6% | +57.7% | +34.6% |
| 5Y | +42.1% | -55.9% | +98.0% | +31.8% |
| All | +117.9% | -4.2% | +122.1% | +62.7% |
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