+106.9%
IJR vs FSLY
+7.7%
+99.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -2.2% | +12.5% | -14.6% | -3.2% |
| 30D | -4.6% | -18.8% | +14.2% | -3.1% |
| 3M | +0.2% | +22.7% | -22.4% | -2.4% |
| 6M | +14.7% | -3.7% | +18.4% | +11.4% |
| YTD | +18.9% | +127.5% | -108.6% | +3.7% |
| 1Y | +19.9% | +193.5% | -173.6% | +0.7% |
| 3Y | +53.0% | -1.3% | +54.3% | +36.6% |
| 5Y | +40.9% | -47.3% | +88.2% | +23.2% |
| All | +106.9% | +7.7% | +99.1% | +42.9% |
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