+109.9%
IJR vs FSLY
0.0%
+109.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.1% |
| 7D | +0.9% | +3.5% | -2.5% | +0.6% |
| 30D | -3.1% | -6.4% | +3.3% | -3.0% |
| 3M | +4.4% | +10.9% | -6.5% | +2.6% |
| 6M | +16.1% | +6.7% | +9.4% | +11.6% |
| YTD | +20.6% | +111.1% | -90.5% | +6.0% |
| 1Y | +22.9% | +185.8% | -162.9% | +3.3% |
| 3Y | +55.2% | -6.6% | +61.8% | +39.2% |
| 5Y | +41.1% | -52.4% | +93.5% | +24.5% |
| All | +109.9% | 0.0% | +109.9% | +46.0% |
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