+81.1%
IEMG vs FSLY
-0.4%
+81.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.9% | +7.5% | -8.4% | -1.2% |
| 30D | +2.1% | -21.1% | +23.2% | +3.1% |
| 3M | +4.6% | +21.8% | -17.2% | +3.3% |
| 6M | +14.0% | -0.1% | +14.2% | +12.4% |
| YTD | +22.3% | +123.1% | -100.7% | +15.6% |
| 1Y | +30.7% | +208.6% | -177.9% | +20.1% |
| All | +81.1% | -0.4% | +81.5% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling