+143.8%
IGV vs FSLY
-4.2%
+148.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.9% |
| 7D | -4.5% | -10.6% | +6.1% | -2.9% |
| 30D | +3.2% | -20.9% | +24.1% | +6.1% |
| 3M | +4.5% | +3.4% | +1.1% | +3.0% |
| 6M | +22.1% | +2.7% | +19.4% | +15.3% |
| YTD | -1.0% | +102.3% | -103.3% | -19.1% |
| 1Y | -2.1% | +182.1% | -184.2% | -26.0% |
| 3Y | +44.6% | -14.6% | +59.1% | +24.2% |
| 5Y | +22.2% | -55.9% | +78.1% | +4.6% |
| All | +143.8% | -4.2% | +148.1% | +59.6% |
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