+2.1%
IEF vs FSLY
+7.7%
-5.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | -1.3% | +12.5% | -13.8% | -1.4% |
| 30D | -1.7% | -18.8% | +17.1% | -1.7% |
| 3M | -2.5% | +22.7% | -25.2% | -2.6% |
| 6M | -3.3% | -3.7% | +0.4% | -3.3% |
| YTD | -2.8% | +127.5% | -130.3% | -3.2% |
| 1Y | -2.7% | +193.5% | -196.3% | -3.1% |
| 3Y | +8.9% | -1.3% | +10.2% | +8.6% |
| 5Y | -9.4% | -47.3% | +37.9% | -10.4% |
| All | +2.1% | +7.7% | -5.7% | +4.3% |
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 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