+21.2%
IGV vs FSLY
-49.3%
+70.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.6% |
| 7D | -1.5% | +11.2% | -12.7% | -3.1% |
| 30D | -3.0% | -18.2% | +15.1% | -0.6% |
| 3M | +9.6% | +21.9% | -12.3% | +5.6% |
| 6M | +16.1% | +4.0% | +12.1% | +9.5% |
| YTD | -3.6% | +123.1% | -126.7% | -22.3% |
| 1Y | -7.8% | +196.9% | -204.7% | -31.2% |
| 3Y | +40.0% | -1.3% | +41.2% | +19.0% |
| 5Y | +21.2% | -50.2% | +71.4% | +4.5% |
| All | +21.2% | -49.3% | +70.6% | +4.5% |
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