+119.3%
IJH vs FSLY
+7.7%
+111.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | -1.9% | +12.5% | -14.3% | -2.9% |
| 30D | -4.6% | -18.8% | +14.2% | -3.1% |
| 3M | -1.2% | +22.7% | -23.8% | -3.7% |
| 6M | +9.4% | -3.7% | +13.1% | +6.3% |
| YTD | +13.3% | +127.5% | -114.2% | -1.1% |
| 1Y | +13.4% | +193.5% | -180.2% | -4.8% |
| 3Y | +50.4% | -1.3% | +51.8% | +34.4% |
| 5Y | +49.0% | -47.3% | +96.3% | +30.7% |
| All | +119.3% | +7.7% | +111.6% | +48.3% |
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