-2.1%
IGV vs FSLY
+181.7%
-183.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.1% |
| 7D | -4.5% | -10.6% | +6.1% | -4.0% |
| 30D | +3.2% | -20.9% | +24.1% | +4.0% |
| 3M | +4.5% | +3.4% | +1.1% | +4.4% |
| 6M | +22.1% | +2.7% | +19.4% | +21.1% |
| YTD | -1.0% | +102.3% | -103.3% | -2.4% |
| 1Y | -2.1% | +182.1% | -184.2% | -3.9% |
| All | -2.1% | +181.7% | -183.8% | -3.9% |
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 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