+48.3%
IEMG vs FSLY
-47.3%
+95.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.1% |
| 7D | -1.3% | +12.5% | -13.8% | -2.2% |
| 30D | +1.9% | -18.8% | +20.7% | +3.3% |
| 3M | +1.4% | +22.7% | -21.3% | -0.7% |
| 6M | +15.2% | -3.7% | +18.9% | +12.6% |
| YTD | +23.8% | +127.5% | -103.7% | +11.3% |
| 1Y | +30.7% | +193.5% | -162.9% | +13.5% |
| 3Y | +83.3% | -1.3% | +84.6% | +68.9% |
| All | +48.3% | -47.3% | +95.6% | +32.3% |
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