+135.9%
IGV vs FSLY
-22.7%
+158.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.2% |
| 7D | +2.3% | +4.9% | -2.5% | +1.6% |
| 30D | -6.0% | -33.5% | +27.5% | -1.0% |
| 3M | -4.8% | -44.6% | +39.8% | +2.0% |
| 6M | +14.2% | -9.2% | +23.5% | +12.9% |
| YTD | -4.2% | +63.3% | -67.5% | -20.3% |
| 1Y | -5.3% | +45.3% | -50.6% | -19.9% |
| 3Y | +38.8% | +3.7% | +35.0% | +12.9% |
| 5Y | +14.2% | -67.2% | +81.4% | +1.2% |
| All | +135.9% | -22.7% | +158.6% | +57.1% |
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