+110.8%
IEMG vs FSLY
+5.6%
+105.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -1.0% |
| 7D | +1.6% | +11.2% | -9.5% | +0.7% |
| 30D | +4.6% | -18.2% | +22.8% | +6.1% |
| 3M | +4.8% | +21.9% | -17.1% | +2.5% |
| 6M | +16.8% | +4.0% | +12.8% | +13.3% |
| YTD | +24.8% | +123.1% | -98.2% | +11.4% |
| 1Y | +34.3% | +196.9% | -162.6% | +15.5% |
| 3Y | +87.0% | -1.3% | +88.2% | +70.1% |
| 5Y | +49.9% | -50.2% | +100.2% | +35.8% |
| All | +110.8% | +5.6% | +105.1% | +54.9% |
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