-2.7%
IEF vs FSLY
+210.9%
-213.6%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.6% |
| 3M | -2.5% | +22.7% | -25.2% | -2.7% |
| 6M | -3.3% | -3.7% | +0.4% | -3.5% |
| YTD | -2.8% | +127.5% | -130.3% | -3.9% |
| 1Y | -2.7% | +193.5% | -196.3% | -4.1% |
| All | -2.7% | +210.9% | -213.6% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling