+39.8%
IJR vs FSLY
-47.3%
+87.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | -2.2% | +12.5% | -14.6% | -3.3% |
| 30D | -4.6% | -18.8% | +14.2% | -3.0% |
| 3M | +0.2% | +22.7% | -22.4% | -2.5% |
| 6M | +14.7% | -3.7% | +18.4% | +11.1% |
| YTD | +18.9% | +127.5% | -108.6% | +2.3% |
| 1Y | +19.9% | +193.5% | -173.6% | -1.5% |
| 3Y | +53.0% | -1.3% | +54.3% | +35.6% |
| All | +39.8% | -47.3% | +87.1% | +18.1% |
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 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