+136.0%
IGV vs FSLY
+5.6%
+130.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | +7.5% | -12.9% | -6.4% |
| 30D | -2.6% | -21.1% | +18.5% | +0.4% |
| 3M | +10.5% | +21.8% | -11.2% | +6.4% |
| 6M | +18.2% | -0.1% | +18.3% | +12.2% |
| YTD | -4.2% | +123.1% | -127.3% | -22.8% |
| 1Y | -9.8% | +208.6% | -218.4% | -32.7% |
| 3Y | +39.1% | -1.3% | +40.4% | +16.7% |
| 5Y | +21.2% | -48.4% | +69.6% | +1.4% |
| All | +136.0% | +5.6% | +130.3% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling